Finding the Method of moments estimator? Having trouble finding E(Y^2)

  • Thread starter Thread starter laura_a
  • Start date Start date
  • Tags Tags
    Method Moments
laura_a
Messages
64
Reaction score
0

Homework Statement


Let Y1, Y2, ... Yn be a random sample from the distribution with pdf
\frac{\Gamma(2 \theta)}{[\Gamma(\theta)]^2} (y^{\theta -1)(1-y)^{\theta -1}
for 0 \leq y \leq 1

I have to find the MME for theta


Homework Equations



This is a beta distribution where m = n = \theta


The Attempt at a Solution



Now I believe that E(Y) = \frac{m}{m+n}

So I worked out that E(X) = 1/2 which means it doesn't depend on theta.

SO I need to find E(Y^2) which I already know is
\frac {\theta + 1}{2(2 \theta +1)}

but I just don't know how to get it. I must be missing a formula because if I just do E(Y^2) from what I have, I end up with

\frac{1}{4}

I can't even begin to find the MME because I can't find E(Y^2)

Can anyone suggest a path I should go down? Thanks :)
 
Last edited:
Physics news on Phys.org
dont worry I've got it now!
 
Prove $$\int\limits_0^{\sqrt2/4}\frac{1}{\sqrt{x-x^2}}\arcsin\sqrt{\frac{(x-1)\left(x-1+x\sqrt{9-16x}\right)}{1-2x}} \, \mathrm dx = \frac{\pi^2}{8}.$$ Let $$I = \int\limits_0^{\sqrt 2 / 4}\frac{1}{\sqrt{x-x^2}}\arcsin\sqrt{\frac{(x-1)\left(x-1+x\sqrt{9-16x}\right)}{1-2x}} \, \mathrm dx. \tag{1}$$ The representation integral of ##\arcsin## is $$\arcsin u = \int\limits_{0}^{1} \frac{\mathrm dt}{\sqrt{1-t^2}}, \qquad 0 \leqslant u \leqslant 1.$$ Plugging identity above into ##(1)## with ##u...
Back
Top