Here is a question:

Let X1, X2,...,Xn be a random sample from a distribution with one of two pdfs. if Ѳ=1, then f(x;Ѳ=1)=[1/sqrt(2π)]*exp{-x*x/2}; if Ѳ=2, then f(x;Ѳ=2)=1/π(1+x*x);

find the MLE of Ѳ.

Anybody know the answer? Thanks a lot!

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- Jan 24th 2010, 09:18 AMrunningneptuneMaximum Likelihood Question
Here is a question:

Let X1, X2,...,Xn be a random sample from a distribution with one of two pdfs. if Ѳ=1, then f(x;Ѳ=1)=[1/sqrt(2π)]*exp{-x*x/2}; if Ѳ=2, then f(x;Ѳ=2)=1/π(1+x*x);

find the MLE of Ѳ.

Anybody know the answer? Thanks a lot!