march 06, q.7

Discussion in 'CT3' started by achiless, Apr 4, 2008.

  1. achiless

    achiless Member

    I don't understand the solution at all. For me it seems that the largest observation =0.92 minimises the likelihood function.
    Could anybody explain that to me please?
     
  2. They make you draw the graph to show that the L(theta) is a decreasing function from the largest value in the sample.

    It is not sensible to have a maximum likelihood larger than the largest sample value.

    The uniform disbn is a bit special with respect to parameter estimation.
     
  3. John Lee

    John Lee ActEd Tutor Staff Member

    But using the smaller observed values give an estimate that is not valid.

    Eg If we used 0.87 we'd have X~U(-0.87,0.87) but then the sample value 0.92 is not in this range! So the estimate is rubbish.

    See Example 10.5 in the notes.
     

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