Consider a random sample X1, . . . , Xn from the uniform distribution U(−θ, θ) with parameter θ > 0 (1) Find the maximum likelihood estimation of θ. (2) Find the maximum likelihood estimation of the variance of the population distribution (you can use, without proof, what the mean and the variance of the uniform distribution are).
Consider a random sample X1, . . . , Xn from the uniform distribution U(−θ, θ) with parameter θ > 0 (1) Find the maximum likelihood estimation of θ. (2) Find the maximum likelihood estimation of the variance of the population distribution (you can use, without proof, what the mean and the variance of the uniform distribution are).
Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter7: Distance And Approximation
Section7.3: Least Squares Approximation
Problem 31EQ
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Consider a random sample X1, . . . , Xn from the uniform distribution U(−θ, θ) with parameter θ > 0
(1) Find the maximum likelihood estimation of θ.
(2) Find the maximum likelihood estimation of the variance of the population distribution (you can use, without proof, what the mean and the variance of the uniform distribution are).
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