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Hello everyone.
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This is problem 9 .82.
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So for part a we need to find the sufficient statistic for data and they give us the pdf of a, or just a pdf.
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So we're going to use the factorization theorem.
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So first step, we need to get the likelihood.
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So the likelihood.
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Of theta is equal to the product i is equal to one to n of the pdf 1 over theta multiplied by r so r is just the constant it's greater than 0 and then multiplied by y of i to the r minus 1 notice the i there because there's a lot of variables or a lot of ys.
01:09
Multiplying by e to the negative y z of i over theta.
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Okay, now we need to simplify thing.
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So this is equal to, so the r and the theta are just constant.
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So we could say r divided by theta to the n.
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And then we're going to do the product, i is equal to one to n.
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Of well the y's of i right they're all different numbers so y zy to the r minus one and then as we've seen before we're going to do e e to the negative 1 over data so we take out the constant and then we're adding up this y's of r and yes so i think i forgot yes there's a little or in there.
02:17
Okay.
02:18
So now we're good.
02:20
Summation of y -sav -i to the r.
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Okay.
02:29
Now we need to look at two parts.
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So there's going to be a part that is just going to be made up of a statistic and parameter theta.
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And there's going to be another one that is just made up of the observation.
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So just the y -zal -1.
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So let's write it down.
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G of the summation of i is equal to 1 to n of y's of i to the r.
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So this is going to be the statistic.
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And then the parameter is the theta as we know.
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So it's going to be equal to 1 over theta to the n.
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E to the negative 1 over theta summation of i is equal to 1 to n of y sov i to the r okay and then we need to figure out which which ones h so end h of y so 1 all the way to y so then it's going to be or it's made up of the y so then it's going to be or it's made up of the y of i's r to the n and multiplied by the product of i is equal to one to n of y y of i to the r minus one so as you can see this is just made up of the y of i and or two then it's just the constant so and then l of theta so like the hood is made up of two functions so it's made up of g of the summation of i is equal to 1 to n of y -sov i to the r and theta, multiplied by h of y -so -1, all the way to y -s -ven.
04:45
So there's a theorem on the book, and the theorem is 9 .4.
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So theorem, and this is just a factorization theorem.
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Theorem 9 .4 the summation of i is equal 1 to n k summation um of y's of i to the r is a sufficient statistic for theta okay so this is part a now we're going to part b for we need to find the mle of data.
05:43
So we've already done some work before.
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But let's just write it down.
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So everything's going to be the same up to this point right here.
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So we could just start from there.
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Everything is the same there...