This is my question: Find the Maximum Likelihood Estimator for f(y / x) = (x + 1)y^x, 0 < y < 1 and x > -1 OR 0, elsewhere. I think this is how you get started, but I get confused. I'm not sure how to continue. The likelihood function defined as the joint density of Y1, Y2, ...., Yn evaluated at y1, y2, ..., yn is given by L = product from i = 1 to n of (x + 1)(yi^x) = (x + 1)^n * product from i = 1 to n of (yi^x). I'm sorry for the notation. Any help is obviously appreciated.