Question: Let X1, X2, ....Xn be a random sample from the following distribution: f(X) = (1/ )e(-X/ ) for X > 0 = 0 Elsewhere Derive

Let X1, X2, ....Xn be a random sample from the following distribution:

f(X) = (1/)e(-X/) for X > 0

= 0 Elsewhere

Derive the maximum likelihood estimator of . Verify that your answer is a maximum of the likelihood function.

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Mathematics Questions!