Find a method of moment estimator


Discuss the below:

1. A density function sometimes used by engineers to model length of life of electronic components is the Rayleigh density, given by if 0 < y1 <∞, 0 otherwise. Assume Y1, Y2, ...Yn is a random sample from a Rayleigh distribution.

f(y)=(2y e-y2/θ)/θ

a. If Y has the Rayleigh density, find the probability density for U = Y2.

b. Use part a to find E(Y) and V(Y).

c. Use the first moment E(Y) to find a method of moment estimator for θ.

d. Use the second moment E(Y) to find a method of moment estimator for θ.

e. Find the MLE of  θ. Denote this as θ^ .

f. What is the asymptotic variance of ?

g. Show whether θ^ is an unbiased estimator for θ.

h. Show whether θ^ is a consistent estimator for θ.

i. Show whether θ^ is sufficient for θ.

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Basic Statistics: Find a method of moment estimator
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