Problem

a. Let X1, . . . , Xn be a random sample from a uniform distribution on [0, θ]. Then the...

a. Let X1, . . . , Xn be a random sample from a uniform distribution on [0, θ]. Then the mle of is Y = max(Xi )Use the fact that Y y iff each Xi ≤ y to derive the cdf of Y. Then show that the pdf of Y = max(Xi ) is

b. Use the result of part (a) to show that the mle is biased but that (n + 1)max(Xi)/n is unbiased.

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Solutions For Problems in Chapter 6