Maximum Likelihood Estimator Question

[Pyroadept]

Homework Statement

A bag contains sequentially numbered lots (1,2...N). Lots are drawn at random (each lot has the same probability of being drawn). Two lots are drawn without replacement and are observed to be X_1 = 17 and X_2 = 30. What is the MLE of N, the number of lots in a bag?

Homework Equations

The Attempt at a Solution

Hi everyone,
Here's what I've done so far. I know it has to be the discrete uniform distribution but I'm really very stuck as to how to insert the numbers on the lots into the equation. I can't seem to find any examples like the above question.


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Use the discrete uniform distribution.
The lots are drawn without replacement, so:

P(X_1) = 1/N
P(X_2) = 1/(N-1)

There are N(N-1) possible combinations of two lots we can draw from the bag.

Hence L(N;X_i) = [(1/N)(1/(N-1))]^((N)(N-1))

l = ln L = N(N-1).ln[1/(N(N-1))]

∂l/∂N = ln[1/(N(N-1))] + (N(N-1))^2

At max, ∂l/∂N = 0

i.e. -ln[1/(N(N-1))] = (N(N-1))^2


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But here I have two problems in that the equation above is pretty horrible to be working out and also I haven't used the 30 and 17 anywhere in the equation. I know I must be wrong, but I don't know how else I can phrase the answer.

Thanks in advance for any help!

 

[lanedance]

check this out
http://en.wikipedia.org/wiki/Maximum_likelihood#Examples

i think this is a bit of a trick question to get you thinking... say you know N, the probability of choosing the 2 numbers you got is
P(X_1).P(X_2) = (1/(N))(1/(N-1))

now clearly this is decreasing function of N, so will be maximised by the least value of N alloeable, in this case 30. Any higher value of N would give a lower likelihood