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Problem 1. Let X1,�,Xn be independent Gamma(,1) random variables. (1.pdf

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Problem 1. Let X1,,Xn be independent Gamma(,1/) random variables. (1) Find a complete sufficient statistic. (2) Find a one step MLE of . (3) Write a program that computes the MLE. (4) Compare the MLE with your one-step MLE by a simulation study..

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Problem 1. Let X1,,Xn be independent Gamma(,1/) random variables. (1) Find a complete sufficient statistic. (2) Find a one step MLE of . (3) Write a program that computes the MLE. (4) Compare the MLE with your one-step MLE by a simulation study.

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