Let x1 x2 xn denote a random sample of size n from a, Ask an Expert

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Let X1, X2, ... Xn denote a random sample of size n from a continuous distribution with pdf

f(x,theta) = theta x^(theta-1) for 0 < x < 1 and theta > 0.

Show that the geometric mean = (X1X2X3...Xn)^(1/n), of the sample is a sufficient statistic for theta.

Find the maximum likelihood estimator of theta, and observe that it is a function of this geometric mean.

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Statistics and Probability, Statistics

Category:- Statistics and Probability
Reference No.:- M9994759

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