Question: To estimate the parameterfrom the uniform distribution on the interval [0, ], you decide to use the maximumlikelihood estimator= max{x, x, . . . ,
To estimate the parameterfrom the uniform distribution on the interval [0, ], you decide to use the maximumlikelihood estimator= max{x, x, . . . , x}.12nNow, when we evaluate the estimator on i.i.d.samplesX, X, . . . , X, the CDF of = max{X, . . . , X}is12n1ngiven bytnF(t) =(t[0, ]).Using the solutions ofF(t) = 0.025 andF(t) = 0.975, compute a formula for the 95% confidence interval forgiven independent random observationsx, x, . . . , x.12n
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