Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-oxford/2015/prelims/mathematics-iii/7/b/i/solution

For an observed random sample with all , which happens almost surely, independence gives the likelihood function
Ignoring a term independent of , the log-likelihood and its derivative are
This derivative is positive for and negative for . Thus there is a unique global maximum, and the maximum-likelihood estimator is

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