Let (x1, x2, · · · , xn) be i.i.d. samples of a random variable X with probability density function fX(x) = λxe−λx^(2)/2 for x ≥ 0. Find the maximum likelihood estimator of λ. Steps: Find likelihood function Find log likelihood Find derivate Equate to 0 Find 2nd derivative and proof its < 0 to proof it's maximum likelihood
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Let (x1, x2, · · · , xn) be i.i.d. samples of a random variable X with
Steps:
Find likelihood function
Find log likelihood
Find derivate
Equate to 0
Find 2nd derivative and proof its < 0 to proof it's maximum likelihood
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