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
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
Section: Chapter Questions
Problem 1RQ
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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 are iid from a distribution with pdf,
To Determine:
We determine the MLE of .
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