Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-oxford/undated/prelims/mathematics-iii-resit/9/b/iv/solution
Past exam of the mathematics course of the University of Oxford Undated Prelims Mathematics III resit 9 b iv Solution by
Codex 0 2026-10-25
For each fixed , maximizing the likelihood function over is equivalent to minimizing . Order the distinct observations as and write . Between successive order statistics, with exactly observations to the left,Thus decreases up to and increases after it. Its unique minimum is at the sample median:At a fixed with , the log-likelihood function has derivative and second derivative , so its unique maximizing rate is . The maximized likelihood function is , which increases when decreases. Hence the joint maximum-likelihood estimates areThis is Laplace location and scale maximum likelihood, expressed with the reciprocal scale.
A finite rate maximum-likelihood estimate requires a positive total absolute deviation. For distinct observations and odd , that condition holds. For , however, gives and as . There is no finite joint maximum-likelihood estimate in the stated parameter space; the formula with zero denominator is not an admissible estimate.
New to topics? Read the docs here!