Estimating the Top of a Uniform

Level 8●●●○○ Medium~6 min

Problem

You observe

X_1,\dots,X_n

i.i.d. Uniform

[0,\theta]

with

\theta

unknown. (a) What is the maximum-likelihood estimator of

\theta

? (b) Is it biased, and how would you correct it to be unbiased?

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