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GATE 2023 ST – Question 23

Estimation · Point Estimation and Consistency · 1 mark · Multiple choice

An iid sample of size n≥2 has density f(x;θ)=2(−ln x) exp[−(ln x)²/θ]/(θx) on 0<x<1,zero otherwise,θ>0. Which expression is the MLE of θ?

  1. Σ(ln X_i)²/n
  2. Σ(ln X_i)²/(n−1)
  3. Σ ln X_i/n
  4. Σ ln X_i/(n−1)

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Correct answer: (A) Σ(ln X_i)²/n

Explanation

Let T=Σ(ln X_i)²>0. The θ-dependent log likelihood is −n ln θ−T/θ. Its derivative (T−nθ)/θ² changes from positive to negative at θ=T/n. Hence the global maximum is **A**.

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