Solved – MLE discrete uniform distribution

estimationmaximum likelihoodself-studyuniform distribution

Let $X_1, X_2, \ldots, X_n$ be a random sample of discrete random variable with Uniform distribution on set of integers $\{-\theta, -\theta+1, … ..- 1, 0, 1, \theta-1, \theta\}$ where $\theta$ is positive integer. Find estimator $\theta$ by the method of maximum-likelihood.

I read that $\theta$ should be the $n^\text{th}$ order statistic? So $\theta=X_{(n)}$? Why? Can someone explain me?

Best Answer

Consider a similar problem with a specific data set

$X\sim U(0,\beta)$ (continuous uniform)

Let $x_1=4.31$, $x_2=1.24$, $x_3=5.15$

Note that $0<X_i<\beta$ and so in turn $0<x_i<\beta$.

Consequently, $\beta<x_i$ for any $x_i$ is not a possible value for the parameter.

As a result the likelihood function for this slightly different problem looks like this:

enter image description here

Now consider a discrete (integer-valued) uniform $U[0,a]$ and the observations 4, 1 and 5. Can you draw the likelihood (hint: don't draw a curve again)

Then tackle the original problem. Make sure your answer makes sense for the $x_1=1,x_2=-1000$ case Alex R mentioned in comments.

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