Recent content by sopsku

I agree with all that you are saying. I am not really trying to "improve" the estimate. What I am interested in is a functional form for the likelihood and thought if I understood the MLE for my toy n=3, U(0,K) example I would be one step closer to this real goal. Given the functional form I...

I think I am ignoring the fact that the missing data could be greater than 3 if the true value of the K is greater than three. Perhaps the likelihood looks something like If[x > 3, (3/k) (1/x)^3, 0]+If[x > k, ((k - 3)/k) (1/x)^3, 0] (where k is my assumed K>3), which is maximum for x=k=3...

Yes. I think it should be the largest measured value, in this case three. Thank you for the verification. I had tried to look at it from doing Expectation Maximization: Assume the missing value x* as large and estimating k by using the expectation value of x* = x*/2. If this is greater...

I would like to determine the MLE for k in U(0,k) where U is the uniform pdf constant on the interval [0,k] and zero elsewhere. I would like this estimate in the case of missing data. To be specific, what is the MLE for k given the three draws X={1,3,*} where * is unknown.