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Math Help - Assignment Question MLE Not Sure IF Im Working This Out Correctly

  1. #1
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    Assignment Question MLE Not Sure IF Im Working This Out Correctly

    Find the MLE for Lamda and Theta
    f(x|Lambda, Theta) = Lambda*exp(-Lambda(x-Theta))Indicator[x>=Theta]
    I got Lambda-hat = (Theta + 1)/Xbar
    and Theta-hat is nLambda=0, so lambda = 0 (Which seems like it must be wrong)
    but assuming It was correct I just plugged in lambda = 0 into the MLE for lambda hat (not even sure if this is what you are supposed to do) and got Theta = -1.

    I get the feeling im compltetly wrong can someone check this, I can't find where I have gone wrong.
    Thanks
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  2. #2
    MHF Contributor harish21's Avatar
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    Re: Assignment Question MLE Not Sure IF Im Working This Out Correctly

    thats a two parameter exponential distribution. Reading this link might help
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