Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-oxford/2017/prelims/mathematics-iii/7/a/i/solution

Let . For an observed sample in the nonnegative orthant, the likelihood function under the uniform distribution is
It is zero for , and decreases with on . Thus the maximum likelihood estimation problem is solved at the smallest admissible value:
Under the model with probability one. The all-zero sample is a null event on which the likelihood function has no finite maximizer in the parameter space .

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