Question: Let \({{X}_{1}},…,{{X}_{n}}\) be a random sample from Gamma(1, \(\lambda \) ) distribution. [The pdf function
for Gamma distribution can be found in Appendix I.]
(a) Find the Maximum Likelihood Estimator of (8 points)
(b) Is the MLE estimator unbiased? (4 points)
(c) Calculate the mean squared error of the MLE estimator (8 points)
Solution: The solution consists of 210 words (2 pages)
Deliverables: Word Document
Deliverables: Word Document