Suppose has density if otherwise
Describe how to sample from this distribution using the method of inversion.
Find the MLE estimates for and from samples.
Determine the asymptotic variance of the MLE estimates.
First find the cumulative distriution function , then find the inverse function of this:
where the domain of is [0,1) and range is
Now generate a random number and has the required distribution, and I am absolutly certain that this is in your notes and or text book.
CB
Does that mean me?
The likelihood function is...
so if you want to maximize this wrt a, you want a as big as possible, since bn>0.
The largest a can be is the smallest order stat, i.e., the min.
As for the max wrt b it looks like you can take the log and differentiate.