Estimation of the percentile 0.9.

by Lucy   Last Updated June 30, 2020 03:20 AM - source

Let $X_{1},...,X_{n}$ be independent random variables with exponential distribution of parameter $\lambda$.

The task is to find the maximum likelihood estimator and the first moment estimator of the percentile 0.9.

How can I do that? I know how to calculate those estimations of $\lambda$ , are they necessary?.



Related Questions


Mean square error of MLE

Updated May 28, 2020 02:20 AM


method of moments and maximum likelihood estimators

Updated February 18, 2019 04:20 AM