Construct a symmetric two-sided confidence interval for the unknown parameter in a sample. The hint is to find the MLE of and determine the distribution of for a random variable
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Write your likelihood function, take the logarithm and then differentiate to find the MLE of beta.
I'm trying to write out the loglikelihood function for I simply don't understand the pdf of the beta distribution. Its pdf is In my case, it would be It's using the definition to define itself, how does this make any sense?
use and take the product from 1 to n and write the constants with respect to the gamma function.
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