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Thread: Please help me quickly

  1. #1
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    Red face Please help me quickly



    Let ▁x = ( x_1 ,…..,x_(n ) ) be a random sample with size n taken from population has the distribution F(x,θ) = e^(-((x-β)/θ))/θ , β<x< ∞ find the moment estimator of θ , is it an unbiased estimator of θ ?!

    I tried to resolve the matter but stopped at the integration
    Will show you where i stopped and please help in completing the solution
    Moment method :
    (μ_r ) ̀=(M_r ) ̀
    At r = 1 → (μ_1 ) ̀=(M_1 ) ̀
    → E(x) = ¯x
    → E(x) = ∫_β^∞〖x f(x,θ)dx〗 = ∫_β^∞〖x e^(-((x-β)/θ))/θ dx〗 =1/θ ∫_β^∞〖x e^(-((x-β)/θ)) dx〗 = ?????!!! here stopped
    what i can do

  2. #2
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    Re: Please help me quickly


    This is a shifted exponential distribution. Let u = x - \beta may let you to see this integral clearer as a Gamma integral.

    Actually it just has the same distribution as \beta + \theta X where X has an exponential distribution with mean equals to 1.

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