作者fifs (^^)
站内Statistics
标题[问题] 关於mle的问题
时间Tue Mar 28 17:46:52 2006
let X1,X2,...,Xn be a random sample from the uniformly distrubution.
f(x)=1/θ θ<x<2θ , θ>0.
Show that (1/2)Y1+(1/4)Yn is one mle of θ , where Y1,Y2,...Yn
represent the order statistics of the random sample.
这是我们的做法
1
likelihood function is L(θ)=-----I[(1/2)Yn,Y1](θ) where I is indictor
θ^n function.
明显的 L(θ)为一个θ递减函数 ,for all θ>0.
所以θ的mle为Yn
难以想像 为何(1/2)Y1+(1/4)Yn is one mle of θ ??
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1F:推 breadevil:mle不变性? 03/28 20:35