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sara_87
Oct29-08, 04:10 PM
1. The problem statement, all variables and given/known data

pdf: f(x)=ax^(a-1) ; 0<x<1, a>0
estimate a by maximum likelihood

2. Relevant equations
let L be maximum likelihood
L=(a(x[1])^(a-1))(a(x[2])^(a-1))...(a(x[n])^(a-1))

3. The attempt at a solution

Im trying to make this into a nicer expression:
L=a^n... (now im stuck)

Any help would be v much appreciated.
Thank you.

statdad
Oct29-08, 07:06 PM
Remember that if your density is f(x) , then the likelihood function for an i.i.d. sample is


L(x_1, \dots, x_n) = \prod_{i=1}^n f(x_i)


For the density you give this is


L(x_1, \dots, x_n) = \prod_{i=1}^n a x_i^{a-1} = a^n \prod_{i=1}^n x_i^{a-1}


What do you know about simplifying a product of different bases when each is raised to the same power?