MME

Suppose that X1, . . . , Xn is an IID sample from a distribution with density f(x, ?) = ?(1 - x) ?-1 I(0,1)(x) . 1 (a) Obtain the MME ˆ?1 for ? . 2 (b) What

is the asymptotic distribution of ˆ?1? (c) Obtain the MLE ˆ?2 for ?. (d) What is the asymptotic distribution of ˆ?2? (e) When is the MLE asymptotically more

efficient than the MME?

Professional Reflection: How does your application of interpersonal skills and collaborative processes relate to your professional goalsProfessional

Reflection: How does your application of interpersonal skills and collaborative processes relate to your professional goals?

Sample Solution