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Math Help - Maximum Likeilhood Estimation Problem

  1. #1
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    Maximum Likeilhood Estimation Problem

    Let Yı, Y2, ... , Yn denote a random sample from the probability density function

    f(y; ) = (+1)y^ , 0 < y < 1 , -1 <
    and 0 elsewhere

    find the MLE for

    Ok, I'm new to this but I managed to do something, just not sure if it is right

    L() = product of (+1)y^ n times (from 1 to n)

    ln (L()) = n*ln(+1) + *sum of ln(y) (from 1 to n)

    I differentiate and put that equal to zero and get:

    = -n/(ln(y^n))

    Do you think this is the correct answer?
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  2. #2
    Senior Member Sambit's Avatar
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    You should get \hat{\theta_{MLE}}=-\frac{n}{\sum ln(y)}-1
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  3. #3
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    Yes thank you, I oversaw that 1 there

    but otherwise, you think I got it right?
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  4. #4
    Senior Member Sambit's Avatar
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    Yes, apart from the little calculation-mistake,it was alright.
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