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    Construct Unbiased and Maximum Likelihood Estimator - Rayleigh

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    Rayleigh distribution has PDF

    f(x) = x/(ϴ) e^(-x^2/2ϴ) x>0 0< ϴ<∞

    a) It can be shown that E(x2) = 2ϴ, use this information to construct unbiased estimator for ϴ
    b) Find maximum likelihood estimator ϴ. Compare to a).

    © BrainMass Inc. brainmass.com October 10, 2019, 12:34 am ad1c9bdddf
    https://brainmass.com/statistics/maximum-likelihood-estimation/construct-unbiased-maximum-likelihood-estimator-rayleigh-296919

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    The solution constructs unbiased and maximum likelihood estimator.

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