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    Variance and unbiased estimator

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    ? A random sample of independent observations is taken from a Rayleigh distribution, whose density function is given by

    for x> or equal to 0

    0 if x<0

    show that the maximum likelihood estimate is given by .

    Using the result that deduce that is an unbiased estimator of and has variance . What reason would you give for supposing that the distribution of is approximately normally distributed for large n?

    © BrainMass Inc. brainmass.com June 3, 2020, 5:26 pm ad1c9bdddf
    https://brainmass.com/statistics/variance/variance-unbiased-estimator-26223

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    Solution Summary

    This shows how to make a judgment about the variance and unbiased estimator in a Rayleigh distribution.

    $2.19

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