Search for question
Question

Problem 2: Let X₁, Xn (n> 3) be a random sample from the following probability density function: f_{\theta}(x)=(c / \sigma) \exp \left\{-(x-\mu)^{2} /\left(2 \sigma^{2}\right)\right\}, \quad x>\mu, \quad \sigma>0 \text { with the unknown parameter } \theta=(\mu, \sigma) \text {, where } c \text { is a normalizing constant. } Is this an exponential family of distributions? Explain. (b) (3 points) Find a low dimensional sufficient statistic T for 0, where the dimension of T does not increase with n.

Fig: 1

Fig: 2

Fig: 3

Fig: 4

Fig: 5