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Introduction to Probability and Mathematical Statistics (2nd Edition)

Chapter 9, Problem 6E Bookmark Show all steps: ON
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Step 1 of 2

(a) Continue to post

Given pdf as, 20 questions remaining

The pdf can be expressed with the use of an indicator function as,
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where
Introduction
to...
The likelihood function is

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Note that L increases with decrease in as n is a positive integer. So, the maximum value
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of L occurs at when the indicator function is 1 and the difference between and is
minimum.

The product of the indicator function is 1 if and only if each observation is between and
.As the above condition holds for all observed values of X for the indicator function to be 1, it Statistics Chegg tutors who
also holds for the smallest and largest observed values.
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Calvin
KENYATTA UNIVER… 28

Himanshu
IIT Delhi 168

As, the above two equations reduces to,

Jelena
Faculty of Mathem… 187

So, the difference between and is minimum for

And, the MLE of and is and FIND ME A TUTOR

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Step 2 of 2

(b)

Given pdf as,

The pdf can be expressed with the use of an indicator function as,

where

The likelihood function is

The product of the indicator function is 1 if and only if each observation is atleast .

where

Now the likelihood function is

We need to determine for a fixed set of observations X, what values of maximizes L. As

increases, increases as n and are positive numbers, but the value of must not exceed
 the smallest observation ; otherwise the value of indicator function is zero and the likelihood
of observed sample is also zero. So the maximum value of will be for maximum value of
for which the indicator function is 1 which is

So, the MLE of is

Now the log-likelihood function is

The maximum likelihood equation is

So, MLE of is

So, the MLE of is and MLE of is

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