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QUESTION

Consider random variable X with probability density function pdf ????????(????|????) =(????1)/(????^????), where x1, ???? 1 a) Find CDF Let

Consider random variable X with probability density function pdf ????????(????|????) =(????−1)/(????^????), where x>1, ???? > 1

a) Find CDF

Let X1,…,Xn be a random sample from the pdf ????????(????|????) =(????−1)/(????^????), where x>1, ???? > 1

b) Find pdf for minimum X(1) and maximum X(n)

c) Find an estimator for ???? using maximum likelihood.

d) Find 95% confidence interval for ????

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