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1.a.
Γ(α + β) α−1
f (x|α, β) = x (1 − x)β−1
Γ(α)Γ(β)
Pn Pn
Thus, ( j=1 log(Xj ), j=1 log(1 − Xj )) is a sufficient statistic for (α, β).
1.b.
1 1 2
f (x|σ 2 ) = √ exp(− x )
2πσ 2 2σ 2
1 2
= exp(− x − 0.5 log(2πσ 2 )).
2σ 2
Pn
Thus, j=1 Xj2 is a sufficient statistic for σ 2 .
1.c.
Pn
Thus, j=1 Xj is a sufficient statistic for p.
n
X n
Y
f (x; µ, σ) = σ n exp(−σ (xj − µ)) I(xj > µ)
j=1 j=1
n
X
= σ n exp(−σ (xj − µ))I(x(1) > µ),
j=1
Pn
where x(1) = min(x1 , . . . , xn ). Thus, by the Factorisation Theorem, ( j=1 Xj , X(1) ) is sufficient for (µ, σ).
1
3.a The joint pdf is
n
θn Y
f (x; θ) = Qn I(xj ≥ θ)
j=1 x2j j=1
1
= θn I(x(1) ≥ θ) Qn .
j=1 x2j
n
θn Y
L(θ|X1 , . . . , Xn ) = Qn I(θ ≤ Xj ), θ > 0.
j=1 Xj2 j=1
This is an inreasing function of θ, but bounded above by X(1) . Thus, the MLE for θ is θbn = X(1) .