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answer with explanation and fianl answer34. Consider a random sample X;, X,, ..., X, from the shifted exponential pdf Fx; 4,0) = 20 x>0 Taking 0 = 0 gives the pdf of the expo- nential distribution considered previously (with positive density to the right of zero). An example of the shifted exponential distribution appeared in Example 4.5, in which the variable of interest was haz- ardous flood rate and 0 was the lowest water flow rate considered hazardous. a. Obtain the maximum likelihood estima- tors of 0 and A. b. If n = 10 hazardous flood rate observa- tions are made, resulting in the values 13.11, 10.64, 12.55, 12.20, 15.44, 13.42, 20.39, 18.93, 27.82, and 11.30, calculate the maximum likelihood esti- mates of 0 and A.

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answer with explanation and fianl answerUploaded Image34. Consider a random sample X;, X,, ..., X, from the shifted exponential pdf Fx; 4,0) = 20 x>0 Taking 0 = 0 gives the pdf of the expo- nential distribution considered previously (with positive density to the right of zero). An example of the shifted exponential distribution appeared in Example 4.5, in which the variable of interest was haz- ardous flood rate and 0 was the lowest water flow rate considered hazardous. a. Obtain the maximum likelihood estima- tors of 0 and A. b. If n = 10 hazardous flood rate observa- tions are made, resulting in the values 13.11, 10.64, 12.55, 12.20, 15.44, 13.42, 20.39, 18.93, 27.82, and 11.30, calculate the maximum likelihood esti- mates of 0 and A.

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Asked by: Prakash
Created at: 2025-11-01 05:09:33

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To solve this problem, we need to find the maximum likelihood estimators (MLE) for the parameters \(\theta\) and \(\lambda\) of the shifted exponential distribution given the sample data. ### Part a: Obtain the Maximum Likelihood Estimators 1. **Likelihood Function**: The likelihood function for the shifted exponential distribution is: \[ L(\lambda, \theta) = \prod_{i=1}^{n} \lambda e^{-\lambda (x_i - \theta)} \] 2. **Log-Likelihood Function**: Taking the natural logarithm, the log-likelihood function is: \[ \log L(\lambda, \theta) = n \log \lambda - \lambda \sum_{i=1}^{n} (x_i - \theta) \] 3. **Partial Derivatives**: - Differentiate with respect to \(\lambda\): \[ \frac{\partial \log L}{\partial \lambda} = \frac{n}{\lambda} - \sum_{i=1}^{n} (x_i - \theta) \] - Differentiate with respect to \(\theta\): \[ \frac{\partial \log L}{\partial \theta} = \lambda n \] 4. **Setting Derivatives to Zero**: - For \(\lambda\): \[ \frac{n}{\lambda} = \sum_{i=1}^{n} (x_i - \theta) \] Solving for \(\lambda\): \[ \hat{\lambda} = \frac{n}{\sum_{i=1}^{n} (x_i - \theta)} \] - For \(\theta\), since \(\theta\) is the smallest value in the sample: \[ \hat{\theta} = \min(x_1, x_2, \ldots, x_n) \] ### Part b: Calculate MLEs for Given Data Given data: \(13.11, 10.64, 12.55, 12.20, 15.44, 13.42, 20.39, 18.93, 27.82, 11.30\) 1. **Estimate \(\theta\)**: - \(\hat{\theta} = \min(13.11, 10.64, 12.55, 12.20, 15.44, 13.42, 20.39, 18.93, 27.82, 11.30) = 10.64\) 2. **Estimate \(\lambda\)**: - Calculate \(\sum_{i=1}^{n} (x_i - \hat{\theta})\): \[ \sum_{i=1}^{n} (x_i - 10.64) = (13.11 - 10.64) + (10.64 - 10.64) + \ldots + (11.30 - 10.64) \] \[ = 2.47 + + 1.91 + 1.56 + 4.80 + 2.78 + 9.75 + 8.29 + 17.18 + .66 = 49.4 \] - Solve for \(\hat{\lambda}\): \[ \hat{\lambda} = \frac{10}{49.4} \approx .202 \] ### Final Answer - \(\hat{\theta} = 10.64\) - \(\hat{\lambda} \approx .202\)

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