Results 1 to 2 of 2

Math Help - Maximum Likelihood Estimators

  1. #1
    Newbie
    Joined
    Jul 2009
    Posts
    15

    Maximum Likelihood Estimators

    Let
    X1, . . . ,Xn be a random sample from a uniform distribution on the interval (a, b).


    How can I derive the maximum likelihood estimators for
    a and b?
    Follow Math Help Forum on Facebook and Google+

  2. #2
    Moo
    Moo is offline
    A Cute Angle Moo's Avatar
    Joined
    Mar 2008
    From
    P(I'm here)=1/3, P(I'm there)=t+1/3
    Posts
    5,618
    Thanks
    6
    Hello,

    If you look at the likelihood function, its derivative is always positive.
    Hence it's always increasing. So the maximum is attained for the highest possible value for the parameter...

    But if you have observations x1,...,xn, they're all between a and b.
    So for any i, a<xi... this means that the MLE for a will be min(xi)
    And xi<b... this means that the MLE for b can be... anything...
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. maximum likelihood
    Posted in the Statistics Forum
    Replies: 1
    Last Post: December 19th 2011, 11:53 AM
  2. maximum likelihood estimators help
    Posted in the Advanced Statistics Forum
    Replies: 8
    Last Post: August 18th 2011, 01:41 AM
  3. Maximum likelihodd estimators
    Posted in the Advanced Statistics Forum
    Replies: 2
    Last Post: April 12th 2010, 06:03 AM
  4. Maximum Likelihood Estimators
    Posted in the Advanced Statistics Forum
    Replies: 0
    Last Post: October 2nd 2009, 04:22 AM
  5. Maximum Likelihood.
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: August 15th 2009, 07:54 AM

Search Tags


/mathhelpforum @mathhelpforum