A R.V. X has pdf
How would I find the mle of lambda based on realisations of x1..?
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