Question

00900 Gamma Distribution Exercise. To determine the variance of these estimators, compute the appropriate second derivatives. o? a2 θα β This give a Fisher information matrix /(α, β)::n( ) Inf(a) In r(a) - -a 1(0.19, 5.18) (0.19,5.18) 500 28.983 -0.193 500 NB. ψι(a) d2mT(a)/da2 is known as the trigamma function and is called in R with trigamma. 8/10 00090 Gamma Distribution The inverse matrix 1 0.0422 1.1494 /(α, β)--500 (1.1494 172.5587 Var(a) ~ 8.432 x 10-5 σ& 0.00918 Var(8) 0.3451 Thus, ": ~ 0.5875 Compare this with the method of moments estimators ~ 0.02838 σβ 0.9769 Exercise. Estimate the correlation p(4,3).

Answer 1

01つ ん っ Atso Co vamamee beteen and 1-1Y9У 507 ニ 0.00 2298B 0.0022.9 Q ? 0.42 629 A