Part-3, Q-3.6

Discussion in 'CT3' started by shashankd, Nov 5, 2012.

  1. shashankd

    shashankd Member

    Can anyone please explain why are we taking max|xi|, isn't |xi| enough ??
     
  2. nick.campbell

    nick.campbell Member

    don't have the notes to hand, tho i do have exam papers, can you elaborate?
     
  3. shashankd

    shashankd Member

    The likelihood function for the parameter Q based on a random sample of 'n'
    observations from a population with a continuous uniform distribution on the range
    (-Q / 2,Q / 2) is:
     
  4. nick.campbell

    nick.campbell Member

    The density function for the data is
    f(x,Q) = 1/2Q -Q <= x1, x2, x3…, xn <Q


    So the likelihood is L(Q) = (1/2Q)^n

    Since we can’t use calculus, we instead need to choose Q that maximises L(Q)

    We need to choose the smallest value we can. But we need to satisfy the inequality above -Q <= x1, x2, x3…, xn <Q,

    So the smallest Q we can choose is max |xi|
     
  5. freddie

    freddie Member

    I think the density function should be 1/Q for -Q/2< xi < Q/2. So the likelihood function is (1/Q)^n.
     
  6. nick.campbell

    nick.campbell Member

    You're right, my solution assumed data on the range (-Q, Q). For the range (-Q/2, Q/2) adjust accordingly.
     

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