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GATE 2022 ST – Question 58

Estimation · Point Estimation and Consistency · 2 marks · Numerical answer

An iid size-five sample from density 3x²/θ³ on 0<x<θ is 3,6,4,7,5. Find the MLE of the 1/8 quantile,to one decimal.

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Correct answer: 3.5 to 3.5

Explanation

The likelihood is proportional to θ⁻¹⁵ subject to θ≥max x_i,and decreases with θ. The usual endpoint MLE is θ̂=7. The CDF is (x/θ)³,so the 1/8 quantile is θ/2. Its invariant estimate is **3.5**. With literally open support x<θ,the likelihood supremum is approached at 7 from above;the standard equivalent density convention includes the endpoint.

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