Likelihood supremum at an excluded boundary
ID: likelihood-supremum-at-an-excluded-boundary
A likelihood need not attain its supremum when the parameter space excludes a boundary point. For example, with parameter and a zero Poisson count, the likelihood is strictly decreasing and has no maximum. Extending the parameter space to include zero gives an extended maximum-likelihood estimate there. A proposed estimator formula involving that boundary value must distinguish the extended estimate from an actual maximizer in the original space.
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