Apakah MLE
Misalkan (X,Y)(X,Y)(X,Y) memiliki pdf fθ(x,y)=e−(x/θ+θy)1x>0,y>0,θ>0fθ(x,y)=e−(x/θ+θy)1x>0,y>0,θ>0f_{\theta}(x,y)=e^{-(x/\theta+\theta y)}\mathbf1_{x>0,y>0}\quad,\,\theta>0 Karenanya kepadatan sampel (X,Y)=(Xi,Yi)1≤i≤n(X,Y)=(Xi,Yi)1≤i≤n(\mathbf X,\mathbf Y)=(X_i,Y_i)_{1\le i\le n} diambil dari populasi ini gθ(x,y)=∏i=1nfθ(xi,yi)=exp[−∑i=1n(xiθ+θyi)]1x1,…,xn,y1,…,yn>0=exp[−nx¯θ−θny¯]1x(1),y(1)>0,θ>0gθ(x,y)=∏i=1nfθ(xi,yi)=exp[−∑i=1n(xiθ+θyi)]1x1,…,xn,y1,…,yn>0=exp[−nx¯θ−θny¯]1x(1),y(1)>0,θ>0\begin{align} g_{\theta}(\mathbf x,\mathbf y)&=\prod_{i=1}^n f_{\theta}(x_i,y_i) \\&=\exp\left[{-\sum_{i=1}^n\left(\frac{x_i}{\theta}+\theta y_i\right)}\right]\mathbf1_{x_1,\ldots,x_n,y_1,\ldots,y_n>0} \\&=\exp\left[-\frac{n\bar x}{\theta}-\theta n\bar y\right]\mathbf1_{x_{(1)},y_{(1)}>0}\quad,\,\theta>0 \end{align} Estimasi kemungkinan maksimum θθ\theta dapat diturunkan sebagai θ^( X , Y ) = X¯¯¯¯Y¯¯¯¯---√θ^(X,Y)=X¯Y¯\hat\theta(\mathbf X,\mathbf Y)=\sqrt\frac{\overline X}{\overline Y} Saya ingin …