Finding MLE of Gamma distribution

Discussion in 'CT3' started by dextar, Sep 27, 2013.

  1. dextar

    dextar Member

    Hi I 'm not getting the answer to the seemingly easly problem.It appears easy, can someone show the calculation steps
    Q)
    Given a random sample of size n from a gamma(alpha,beta) distribution with the known parameter appha, find the MLE for Beta

    Answer is x(bar)/alpha
     
  2. freddie

    freddie Member

    Make sure you use the correct form of the density function and just do the usual steps:
    (1) Find the likelihood function: ie the product of the densities for x1, .... xn. (Gather together terms and replace constants with C.) You should get C* exp{-(sum of xi/beta)}/beta^n*alpha.
    (2) Log the likelihood.
    (3) Differentiate wrt beta.
    (4) Set equal to zero.
     

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