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Statement of a problem № m59967

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Mixture distribution suppose that the joint distribution of the two random variables x and y is a. Find the maximum likelihood estimators of β and θ and their asymptotic joint distribution. b. Find the maximum likelihood estimator of θ/(β + θ) and its asymptotic distribution. c. Prove that f (x) is of the form f (x) = γ (1 − γ)x, x = 0, 1, 2, . . . , and find the maximum likelihood estimator of γ and its asymptotic distribution. d. Prove that f (y | x) is of the form Prove that f (y | x) integrates to 1. Find the maximum likelihood estimator of λ and its asymptotic distribution. [Hint: In the conditional distribution, just carry the xs along as constants.] e. Prove that f (y) = θe−θy, y ≥ 0, θ>0. Find the maximum likelihood estimator of θ and its asymptotic variance. f. Prove that Based on this distribution, what is the maximum likelihood estimator of β?




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