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Mathematics Qualifying Exam Question Bank

Department of Mathematics

Question

Math 6010 • Linear Models

Spring 2010 • Question 2

Question

Math 6010 • Linear Models Spring 2010 • Question 2

Let \(X_1,X_2,\ldots ,X_n\) be independent identically distributed random variables with density function \[ h(t,\theta )= \begin {cases} 0, & \text {if } t\notin [-\theta ,\theta ],\\ \dfrac {5}{2}\theta ^{-5}t^4, & \text {if } -\theta \leq t\leq \theta . \end {cases} \] Find a moment estimator for \(\theta \).

Raw LaTeX

Let \(X_1,X_2,\ldots,X_n\) be independent identically distributed
random variables with density function
\[
h(t,\theta)=
\begin{cases}
0, & \text{if } t\notin[-\theta,\theta],\\
\dfrac{5}{2}\theta^{-5}t^4, & \text{if } -\theta\leq t\leq\theta.
\end{cases}
\]
Find a moment estimator for \(\theta\).

Topic Tags

Covariance and Independence Estimator Distributions Measure-Theoretic Probability Uniform Integrability and Truncation Methods