Date: Wed, 12 May 1999 10:17:50 +0100
Reply-To: tra <tra@PROTEUS.CO.UK>
Sender: "SAS(r) Discussion" <SAS-L@UGA.CC.UGA.EDU>
From: tra <tra@PROTEUS.CO.UK>
Organization: Proteus Molecular Design Ltd
Subject: Re: Maximum likelihood estimation
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If theta is known, then median = theta/sqrt(2).
I presume theta is unknown, and you need to estimate from a set of data x_i :
The mle of theta is the smallest possible value, given x:
mle(median) = max(x)/sqrt(2)
John Ward wrote:
> I have a question, please.
> I want to find the maximum likelihood estimate for the median of the
> distribution. I would really appreciate it if you could give me some help.
> f(x)=2x/theta**2 , 0<x<theta
> =0, otherwise.
> Thank you
> John Ward
> New Jersey
> Get Free Email and Do More On The Web. Visit http://www.msn.com
T R Auton PhD MSc C.Math
Head of Biomedical Statistics
Proteus Molecular Design Ltd
Lyme Green Business Park
Cheshire SK11 0JL