Maximum Likelihood Estimator for a function

  • #1
ych22
115
1

Homework Statement



Consider the following density function:
f(x) = ABB/xB+1; A<= x, zero elsewhere, where A > 0 and B> 0

Homework Equations




The Attempt at a Solution



f(x1,...,xn)= ABnBn(x1...xn)B+1

ln f(x1,...,xn)= Bn ln A + n ln B + (B+1)ln((x1...xn)

After differentiating with respect to A and setting to 0, Bn/A= 0. Therefore there is no maximum likelihood estimator for A?
 
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  • #2
Where did all of the different "x"s come from? You seem to have your original density function to a power. Why?

Also please state the entire problem. Are you asking for the "maximum likelihood estimator of A?
 

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