query: Deriving MLE of $\theta$ in $\text{Exp}(\theta,\theta)$ distribution
positive_passages.docid: 150899
positive_passages.text: Maximum likelihood estimator is sample mean or minimum ordered statistic?
negative_passages.docid: 79024
negative_passages.text: the derivation of E(X|X)
negative_passages.docid: 26375
negative_passages.text: ML estimate of exponential distribution (with censored data)
negative_passages.docid: 129170
negative_passages.text: Deriving the expectation of $[\hat X,\hat H]$
negative_passages.docid: 103536
negative_passages.text: How to prove $|e^{i\theta} - 1| \leq |\theta|$?
negative_passages.docid: 37453
negative_passages.text: Mgf of double exponential RV
negative_passages.docid: 29806
negative_passages.text: Can this statistic be shown not to be sufficient for $\theta$?
negative_passages.docid: 35454
negative_passages.text: Is it correct to write $\Bbb E[X]$ or $\Bbb E_{\theta}[X]$?
negative_passages.docid: 96722
negative_passages.text: Finding UMVUE of $\theta$ when the underlying distribution is exponential distribution
negative_passages.docid: 116611
negative_passages.text: Find the MLE of $p$ where $f(y;p)=2p^2y^{-3}$
negative_passages.docid: 158107
negative_passages.text: Joint density for exponential distribution
negative_passages.docid: 28675
negative_passages.text: Relationship between the probability and likelihood functions
negative_passages.docid: 134510
negative_passages.text: How do you get $\rm{var}(\Theta -\hat\theta) = \rm{var}(\Theta)$?
negative_passages.docid: 82592
negative_passages.text: In a 2 class problem how do I compute the normalization constant for finding the posterior distributions?
negative_passages.docid: 1909
negative_passages.text: Consistency of an order statistic in exponential distribution
negative_passages.docid: 104742
negative_passages.text: It is required to obtain the method of moment estimator and maximum likelihood estimator of a exponential distribution with two parameters
negative_passages.docid: 87493
negative_passages.text: Unbiased estimator with minimum variance for $1/\theta$