this was just posted and solved

1 no need to take the log

2 you need the indicator function

3 calc will not work, you need comment sense, to maximize wrt THETA.

But go search for this problem in the threads here.

Results 1 to 4 of 4

- Mar 24th 2010, 03:30 PM #1
## MLE help

Suppose that constitute a random sample from the density function

for and zero elsewhere, where is an unknown, positive constant.

Q: Find an estimator for for by the method of maximum likelihood.

A: Consider the likelyhood function .

Then,

.

Thus, the partial derivative with respect to equals .

So, I am doing something wrong, because this attmept is a dead end.

- Mar 24th 2010, 03:37 PM #2

- Mar 24th 2010, 03:40 PM #3
My bad. I am sorry about that.

Before I look in the other thread, I think I found the solution. Looking the function, wouldn't the max value be given by the minimum order statistic? I think I figured it out using the indicator function.

Sorry again, I will look through the threads before posting next time.

- Mar 24th 2010, 03:47 PM #4
here's the same problem

http://www.mathhelpforum.com/math-he...34065-mle.html