Thread: 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

Originally Posted by sasasa

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?