Use the cramer-rao lower bound to identify the best

Reference no: EM13371071

Use the Cramer-Rao lower bound to identify the best unbiased estimate of the concerned parameter.

1) x_i~Poi(λ);the parameter is λ.
2) x_i~Exp(λ);the parameter is λ.
3) x_i~Gamma(α,λ);the parameter is λ; α is taken as known.

For each of the following cases, find the asymptotic distribution of the MLE of the indicated parameter and find formulas for approximate standard errors of the MLE.
1) Poi(λ)
2) Exp(λ)
3) U[0,θ]

Reference no: EM13371071

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