Let x1,x2,...,xn be a random sample from f(x,theta)=theta/x^2, x>theta, theta>0 , find the following. Methods of moments for theta, maximum likelihood estimator for theta, expectation of the mle-estimator.
In finding the methods of moments , tried to find the expectation but could not come up with range maybe you could me with that , in finding the mle I first formed a joint function of the random variables but I am not sure if this distribution function is for the sample or for the population given that the x random variables are smaller letters.
Last edited by tizza5 (2012-12-20 18:46:28)
I am afraid I have forgotten everything I ever knew about MLE for a continuous distribution. No notes on it either! Jar my memory by showing me what you have tried maybe some of it will come back.
If it does not resurrect "me olde greye matter," then perhaps I can help with an integral, a sum or a probability portion of the question. Around these parts the m in bobbym stands for numerics.
In mathematics, you don't understand things. You just get used to them.
I have the result, but I do not yet know how to get it.
All physicists, and a good many quite respectable mathematicians are contemptuous about proof.