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1649统计简单derivationshort

MLE of a Gamma Scale with Known Shape

题目

Suppose trade-duration observations are modeled as Gamma with known shape k=3k=3 and unknown scale θ\theta. Under this parameterization, E[X]=kθ.E[X]=k\theta.If the sample mean is 1212, find the MLE of θ\theta.

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