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Thread: MLE for exponential distribution

  1. February 22nd 2011, 08:11 AM #1
    morganfor
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    MLE for exponential distribution

    How does one derive the MLE for lambda in an exponential distribution?

    thanks!
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  2. February 22nd 2011, 09:04 AM #2
    CaptainBlack
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    Quote Originally Posted by morganfor View Post
    How does one derive the MLE for lambda in an exponential distribution?

    thanks!
    Probably by maximising the log-likelihood of the sample.

    CB
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