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joseprofe

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Let X_1…X_n be i.i.d. normal variable following the distribution N(u, τ) , where u is the mean and τ is the variance.Denote
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2.Let X_1…X_n be i.i.d random variables with pdf f_θ(x)= θx^(θ-1)1(0<x<1) where θ is some positive numbera) is the
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c. Which of the fallowing are valid statistical modelsa) R{N(θ,1)} θ>10 b) (θ,inf) {t->e^ (θ-t) 1(t> θ) } θ>0 c)([0,inf],
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1.a All maximal likelihood are asymptotically normalT F b. Let X_1, X_n be i.i.d. Bernoulli random variables with some unknown
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