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Solution:
xi
The likelihood function is L( p ) p (1 p ) n xi . By theorem 9.4, in1 X i is sufficient for p
X i
with g ( i 1 X i , p ) p
n
(1 p ) n X i and h(y) = 1.
(c) If and 2 are both unknown, show that i 1Yi and i 1Yi are jointly sufficient for and 2.
n n 2
[Thus, it follows that Y and S2 are also jointly sufficient for and 2.]
Solution:
For this exercise, the likelihood function is given by
L 1
( 2 ) n / 2 n
n 2
exp[ i1 (2yi 2 ) ] (2 ) n / 2 n exp 21 2 in1 yi 2 ny n 2
2
(a) When 2 is known, Y is sufficient for by Theorem 9,4 with
g ( y , ) exp 2 ny n 2
2 2
and h(y) (2 ) n / 2
n exp[ 21 in1 yi 2 ]
2
Solution:
(a) For the Poisson distribution, the likelihood function would be
L i 1 e yi!
n yi
n y
e n i 1 i
in1 yi !
ln L ln e n y !
n
n i 1yi
i1 i
n i 1 yi ln i 1 ln yi !
n n
Solution:
For the exponential distribution, the likelihood function would be
L i 1 1 e yi /
n
in1yi /
e
n
ln L ln e n
i 1yi / n
i 1 yi / n ln
n