estimated parameter

  1. C

    Estimation of an exponential parameter

    Hi, I´m having a hard time trying to figure out this. Exercise Let X1,..,Xn be i.i.d. Exp(λ) random variables, where λ is unknown. What is the distribution of min(Xi)? Enter the pdf f_min(x) of min(Xi) in terms of x . My approach Since the pdf of an exponential is λ *e^(−λx) and the first...
  2. M

    Estimated Parameter as Dependent Variable

    Hi, Would anybody be able to help me with the following problem? That would be great!! :) In my analysis I follow a two-step approach. In the first step, I model the effect of some beta on y while controlling for other variables. (Please note that I calculate the 1st step separately for 50...