MLE FOR VAR-GAMMA DISTRIBUTION Assume the data pairs (1,21),.. distribution with

Question

MLE FOR VAR-GAMMA DISTRIBUTION Assume the data pairs (1,21),.. distribution with density (Un, En) are an i.i.d. sample from the f(y, z,0,0) = e-v . 2myo for y > 0 and > 0. a. Find the maximum likelihood estimators of and 2. Are the estima- tors unbiased? b. Find the exact standard errors of and 2. c. Compute the Fisher information matrix. d. Find the standard errors of the maximum likelihood estimators using the Fisher information matrix. Comment on your findings. e. Generate samples by computer and estimate the parameters. Repeat the procedure N = 1000 times and compute the empirical standard error. Comment.

Explanation / Answer

a) Maximum likelihood function is as follows,

L = e^(-y) * e^(-3)

e^(3)

e^(-3)

e(2) * e^(3)

Related Questions

Navigate

• Browse (All)
• Browse M
• Subjects

---

---

Integrity-first tutoring: explanations and feedback only — we do not complete graded work. Learn more.