MLE for the Uniform
You observe n independent draws from a Uniform(0, θ) distribution with θ unknown. What is the maximum likelihood estimator of θ?
Related problems & prerequisites
Worth solving first
- Maximum of Uniforms 5.0/10
- Bessel's Correction 5.0/10
- The Two Coins 5.0/10
Source: Standard maximum-likelihood exercise from mathematical statistics texts. Statement written for AxiomIQ.