Math 362, Problem Set 6 - University of Denver

6. (6.2.7’) Let Xhave a gamma distribution with = 3 and = >0. (a) Find the Fisher information I( ). (b) If X 1;:::;X n is a random sample from this distribution, show that the mle of is an e cient estimator of . (c) What is the asymptotic distribution of p n( ^ )? Note: I changed = 4 in the original problem to = 3 since you

  Distribution, Samples, Random, A random sample