Question: Poisson Distribution Let X1,X2,…,Xn be independent and identically distributed (i.i.d.) random variables, where each Xi follows a Poisson distribution with parameter λ>0. The probability mass function (PMF) for a Poisson random variable is given by: Likelihood Estimation fo
fX(x;λ)=x!λxe−λ,x=0,1,2,…
where λ is the rate parameter of the Poisson distribution.
(a) Write the likelihood function L(λ) for the sample X1,X2,…,Xn.
(b) Derive the log-likelihood function ℓ(λ)=lnL(λ).
(c) Find the Maximum Likelihood Estimator (MLE) for λ by solving ∂λ∂e(λ)=
0 .
(d) Verify that the second derivative of the log-likelihood function at the MLE is negative, confirming that the MLE is indeed a maximum.
(e) Find the Fisher information for λ,I(λ)=−E[∂λ2∂2ℓ(λ)].
(f) Using the MLE and Fisher information, calculate the Cramer-Rao lower bound for the variance of the MLE.
Marked out of 1.00 The moment generating function of a random variable X is given by m(t)=0.3e−t+0.4+0.3e2t. Then the mean of X is given by
a. 0.4
b. 0.3
c. 0.9
d. 1
e. 2.4
- A është vlerësues i pazhvendosur? Pse?
5.24. Shqyrtojmë shpërndarjen eksponenciale të zhvendosur me densitet f(x)=λe−λ(x−s)kuX≥5. Gjeni me anë të metodës së përgjasisë maksimale një vlerësues për λ ?
Q3: A) Let M be a point moving on the curve y2=x3 such that rate of change the point M getting away from of the origin point is 4 unit /s. Find the rate of chang of the x -coordinate for M when x=2