Hey guys,

So I have ~ Uniform ( , ) where =max{ } .

All I have to do is find Bias and se.

How Do I find the Bias and se?

Bias=E( )-

How Do I find expected value and ?

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- Jan 24th 2013, 05:03 PMfarmeruser1Finding E(X) and V(X) of a Max function
Hey guys,

So I have ~ Uniform ( , ) where =max{ } .

All I have to do is find Bias and se.

How Do I find the Bias and se?

Bias=E( )-

How Do I find expected value and ? - Jan 24th 2013, 08:31 PMchiroRe: Finding E(X) and V(X) of a Max function
Hey farmeruser1.

Do you have the distribution of the order statistic of the uniform distributions (the maximum)? (This will help solve all the problems in this question). - Jan 25th 2013, 06:07 AMfarmeruser1Re: Finding E(X) and V(X) of a Max function
Hey chiro,

Looking at Wikipedia, It says E( )=

So How would I find the Biad?

Bias=E( + ? - Jan 25th 2013, 03:48 PMchiroRe: Finding E(X) and V(X) of a Max function
What is the distribution of the order statistic (maximum)? You need this in order to proceed (especially for the variance of the estimator).

Your bias is calculated as E[theta_hat] - theta.