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Alexxandr [17]
3 years ago
10

In class we derived the MOM and MLE for an exponential distribution with parameter ????. Conduct a Bootstrap simulation to compa

re the estimation of λ with sample sizes of n = 10, n = 100, and n = 500. Choose true value λ = 0.2 and use B = 1000. Calculate and compare the mean and standard error for each set of simulations to each other as well as their theoretical values.

Mathematics
1 answer:
Dimas [21]3 years ago
8 0

Answer:

Below is the R code for the bootstrapping in exponential distribution. The result is attached below.

####################################

rm(list=ls(all=TRUE))

set.seed(12345)

N=c(10,100,500)

Rate=0.2

B=1000

MN=SE=rep()

for(i in 1:length(N))

{

n=N[i]

X=rexp(n,rate=Rate)

EST=1/mean(X)

ESTh=rep()

for(j in 1:B)

{

Xh=rexp(n,rate=EST)

ESTh[j]=1/mean(Xh)

}

MN[i]=mean(ESTh)

SE[i]=sd(ESTh)

}

cbind(N,Rate,MN,SE)

Step-by-step explanation:

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