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Suppose you have $X_1,\ldots,X_{20}$ $f(x|\theta) = 0.1(1+\theta x)$ for $-1, $-1<\theta<1$. How would you find the moment estimator of $\theta$?

Attempt: Isn't the moment estimator of theta just the first moment which is the mean?

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    You'll need $0.5$ rather than $0.1$ as your normalizing constant. The integral of the density needs to be $1$.2011-11-16

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