Solution-What is the asymptomatic distribution of the mle

What is the asymptomatic distribution of the mle

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Question:

Let x1, .., xn be a random sample from a (geometric) distribution with discrete density function fx(x) pq x , x=0,1, 2,.,. Where q=(1-p)

(a) Find the maximum likelihood estimator (MLE) of p

(b) Let ?=1/p. What is the MLE of ? ?

(c) It can be shown that E(X)=q/p and Var (x) = q/p2. Use these facts to show that the MLE of ? in (b) is a best estimator in that it is an unbiased estimator of ? with minimum variance.

What is the asymptomatic (large n) distribution of the MLE of ?

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This task provides a brief description on maximum likelihood of geometric distribution. Assuming we only have sample information, we can construct a confidence interval for the population mean of a geometric random variable

Reference no: EM131953956

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What is the asymptomatic distribution of the mle

Reference no: EM131953956

Reference no: EM131953956

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