Method-of-moments estimator

Reference no: EM131026505

Let X1, X2, X3, . . . be independent Bernoulli random variables such that P(Xi = 1) = p and P(Xi = 0) = 1- p for each i = 1, 2, 3, . . . . Let the random variable Y denote the number of trials necessary to obtain the first success-that is, the value of i for which Xi = 1 first occurs. Then Y has a geometric distribution with P(Y = y) = (1- p)y-1 p, for y = 1, 2, 3, . . . . Find the method-of-moments estimator of p based on this single observation Y.

Reference no: EM131026505

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