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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).

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    Solution Summary

    The solution constructs unbiased and maximum likelihood estimator.