| 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 |
|
| Content-Type: | text/plain; charset=us-ascii |
John,
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 :
i=1..n
The mle of theta is the smallest possible value, given x:
mle(theta)=max(x)
Hence
mle(median) = max(x)/sqrt(2)
regards
Tim
John Ward wrote:
> I have a question, please.
>
> I want to find the maximum likelihood estimate for the median of the
> following
> 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
Beechfield House
Lyme Green Business Park
Macclesfield
Cheshire SK11 0JL
UK
email: tra@proteus.co.uk
|