Problem 3
A random sample Y1 , Y 2 , ⋯,Yn is drawn from a distribution whose probability density
function is given by: f (Y ) = βe− βY , Y 0 & β > 0
a). Obtain the maximum likelihood estimator (MLE) of β.
b). Given that Σ n
Y i = 25 ,
Σn
Yi2
= 50 , n = 50 calculate the maximum likelihood
i =1
i =1
estimate of β.
(3 point)
c). Using the same data as in part (b), test the null hypothesis that β =1against the alternative
hypothesis that β ≠1at 5% level of significance.
(a) maximum likelihood estimator.
(
(b)
M= Xi (from 1to 50)
n= 50
Xi= 1
M=
(c)T2(Xi -M)2
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