Maximum Likelihood Estimators

[Scootertaj]

Homework Equations

$$L(x,p) = \prod_{i=1}^npdf$$
$$l= \sum_{i=1}^nlog(pdf)$$
Then solve $$\frac{dl}{dp}=0$$ for p (parameter we are seeking to estimate)

The Attempt at a Solution

I know how to do this when we are given a pdf, but I'm confused how to do this when we have a sample.

 

[Ray Vickson]

Homework Equations

$$L(x,p) = \prod_{i=1}^npdf$$
$$l= \sum_{i=1}^nlog(pdf)$$
Then solve $$\frac{dl}{dp}=0$$ for p (parameter we are seeking to estimate)

The Attempt at a Solution

I know how to do this when we are given a pdf, but I'm confused how to do this when we have a sample.

Are there no similar examples solved in your textbook or course notes? Could you find nothing at all on-line?

RGV

 

[Scootertaj]

Not so far, though I'll be talking to a graduate TA about it.