Re: MLE for shifted exponential distribution

hi

i ws workin wid the followin prob,
i wd really appreciate if u can provide me wid a
solution

Let random variable X has shifted exponential
distribution with density function given as follows:

F(x, t) = { L exp (-L (x - @)) for x > @
{ 0 , otherwise

1. Find MLE for @
2. In case this estimator is biased, reduce it to
biased
3. Find 95% confidence interval for @ using obtained
unbiased estimator

L = lambda
@ = theeta

or if u can tell me the right place to post

thnx n regards


Hint: Use the fact that if X ~ Exponential(L,@), then

min(X1, ..., Xn) ~ Exponential(n*L,@).

Jack
.