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Math Help - Maximum likelihood estimator

  1. #1
    Member roshanhero's Avatar
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    Maximum likelihood estimator

    Find the maximum likelihood estimator of \theta for the probability function f(x,\theta)=\frac{e^-0.5(x-\theta)^2}{\sqrt2\pi}
    Since I am very poor at latex,here are something that have gone missing like
    1.It is the square root of 2pi at the denominator not only the square root of 2
    2.It is e to the power -(x-theta)/2.
    Last edited by roshanhero; October 20th 2009 at 12:42 AM. Reason: wrong latex
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  2. #2
    Member roshanhero's Avatar
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    For calculating maximum likelihood estimator we have to calculate \frac{\partial log\L}{\partial \theta} =0 ,but I failed to calculate the likelihhod function L.
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  3. #3
    MHF Contributor matheagle's Avatar
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    I knew the square root was of the 2 and Pi
    BECAUSE this is a N(\theta ,1) rv.

    and the answer is the sample mean.

    and you forgot the square in your "explanation" in 2.

    another ill-posed thread
    Last edited by matheagle; October 20th 2009 at 08:00 AM.
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  4. #4
    Member roshanhero's Avatar
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    I am still confused at calculating the likelihood function of the given p.d.f
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