Question: (MLE) Suppose that $U$ is continuously distributed. Suppose also that $N = K$ and that $hat{theta}_N = hat{theta}(U_1, dots, U_N)$ is one to one and
(MLE) Suppose that $U$ is continuously distributed. Suppose also that $N = K$ and that $\hat{\theta}_N = \hat{\theta}(U_1, \dots, U_N)$ is one to one and continuously differentiable. Using the inverse of the MLE as a function of $(U_1, \dots, U_N)$, find an expression for the p.d.f. of the MLE under the assumptions of this chapter. Try to generalize this expression to cases in which $N > K$.
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