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Math Help - Maximum likelihood estimation

  1. #1
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    Maximum likelihood estimation

    Hey all, Can anybody point out of this question I am really confused so please help me

    Suppose we have to generate a sample size of n=1000 values from the distribution of f(x)=(a+1)X^a where (0<x<1) by using the method of inverse transform sampling. The question is I have to repeat this sample 100 times and for each one the maximum likelihood estimate of (a) must be calculated. can anyone tell me how I do it?? I need it By using R.


    Thanks in advance.
    Last edited by Bewar; November 4th 2012 at 06:37 AM.
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  2. #2
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    Re: Maximum likelihood estimation

    where are you stuck? creating the random samples or deriving the MLE?
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  3. #3
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    Re: Maximum likelihood estimation

    Well, I want to deriving the MLE but I am confused. Could show me how do I do that?
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