4. Suppose X1, ..., Xn are iid from a distribution with the pdf f(x; 0) = for some E R. Find the MLE of 0. e-(x-0) x > 0 0 otherwise

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
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4. Suppose X₁, ..., Xn are iid from a distribution with the pdf
(e-(2-0) x > 0
f(x; 0) =
for some 0 € R. Find the MLE of 0.
34 35
We went
PATRULLA
15 2 271
34000 3
envelar
05352
25000-
0
otherwise
Transcribed Image Text:4. Suppose X₁, ..., Xn are iid from a distribution with the pdf (e-(2-0) x > 0 f(x; 0) = for some 0 € R. Find the MLE of 0. 34 35 We went PATRULLA 15 2 271 34000 3 envelar 05352 25000- 0 otherwise
Expert Solution
Step 1

What is Maximum Likelihood Estimation:

A statistical method known as maximum likelihood estimation (MLE) is used to estimate the parameters of a probability distribution that has been assumed in light of some observed data. To achieve this, a likelihood function is maximised to increase the probability of the observed data under the presumptive statistical model. The parameter space position where the likelihood function is maximised is known as the maximum likelihood estimate. A common method for drawing statistical conclusions is maximum likelihood because of its adaptive and transparent justification.

Given:

Given that X1, X2,....,Xn are iid from a distribution with pdf,

fx;θ=e-x-θ, x>θ0,         Otherwise

To Determine:

We determine the MLE of θ.

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