A R.V. X has pdf

How would I find the mle of lambda based on realisations of x1..?

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- Aug 1st 2009, 03:55 AMbluebiroMaximum Likelihood Estimator and Bias
A R.V. X has pdf

How would I find the mle of lambda based on realisations of x1..? - Aug 1st 2009, 05:11 AMMoo
Hello,

Let a sample of iid rv with pdf f.

We have the global pdf :

Its derivative with respect to is :

The MLE is such that :

-->

But obviously, .

So

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To see if it's unbiased, prove that

because they're identically distributed.

And

Compute this integral and prove (or disprove) it equals (Wink)