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Math Help - MLE for non-differentiable functions

  1. #1
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    MLE for non-differentiable functions

    Hi,

    I'm studying for a stats exam and have many questions. Here's the first.

    When finding the MLE for non-differentiable functions, you write down the pdf, then the likelihood function L(u), then, if that's a different value depending on the value of the parameter of interest (u), you use a graphical method.

    Do you simply draw the graph and show that L(u) is highest at some value of x? And that is your MLE?

    I am also wondering why the Exponential distribution is undifferentiable, but the Poisson is not? The Poisson is also only for values of u>0.

    Please explain! Ta,

    -Canger
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  2. #2
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    I knew someone on the web would have mentioned MLE for exponential distributions already. Enjoy.
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  3. #3
    MHF Contributor matheagle's Avatar
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    what I'm assuming you mean, is that the support involves the parameter.
    In those cases the largest or smallest order stats come into play
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