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Math Help - Maximum Likelihood estimation

  1. #1
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    Maximum Likelihood estimation

    Suppose that a random variable Y has pdf:
    f(y;a;b)=aby^(b-1)e^(-ay^(b))
    a) Find the maximum likelihood estimator for a assuming that b is known.
    b) Suppose a and b are both unknown. Explain how you would work out the two maximum likelihood estimators of a and b.

    I honestly have no idea how to solve this... i have tried googling it but it wasnt not very helpfull.
    any help would be really appreciated.
    thanks
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  2. #2
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    Quote Originally Posted by sasasa View Post
    Suppose that a random variable Y has pdf:
    f(y;a;b)=aby^(b-1)e^(-ay^(b))
    a) Find the maximum likelihood estimator for a assuming that b is known.
    b) Suppose a and b are both unknown. Explain how you would work out the two maximum likelihood estimators of a and b.

    I honestly have no idea how to solve this... i have tried googling it but it wasnt not very helpfull.
    any help would be really appreciated.
    thanks
    Apply the ideas here: MLE (Maximum Likelihood) Parameter Estimation

    Where are you stuck?
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