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Q135Section III (Statistics)135 of 180

MLE at the boundary of a θ\theta-dependent support

Suppose x1=−2x_1=-2, x2=1x_2=1, x3=3x_3=3, x4=−4x_4=-4 are observed values of a random sample from the density

f(x,θ)=e−xeθ−e−θ,−θ<x<θ,θ>0.f(x,\theta)=\frac{e^{-x}}{e^{\theta}-e^{-\theta}}, \qquad -\theta<x<\theta,\quad \theta>0 .

Then the maximum likelihood estimator of θ\theta is:

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