[問題] 數理統計Hogg習題問題
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Introduction to Mathematical Statistics Hogg 第6版
習題6.1.5
Suppose X1,...,Xn are iid with pdf f(x;θ)=2x/(θ)^2 , 0<x≦θ,zero elsewhere
find (a)The mle θ-hat for θ
(b)The constant c so that E(c(θ-hat))=θ
(c)The mle for the median of distribution.
(a)的部份我有做出來答案來 Yn=Max{X1,...Xn},(b)的部分我想說θ-hat是
{X1,...Xn}的最大值,所以就直接用 pdf f(x;θ)去作,結果答案是錯的,而且
答案差蠻多的,我覺得應該是我解題方向錯誤,(b)的答案為(2n+1)/n,想請問版上大大
這題的解法,或能給我一些提示,非常感謝。
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