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Suppose $X_1,\ldots,X_n$ are a random sample of a continuous and strictly increasing distribution $F(x)$ with mean $\mu$. If

$$ Y_i = \begin {cases} 2 & \text{if}\ X_i>\mu \\ 1 & \text{if} \ X_i\leq\mu \end {cases} $$

Determine the MLE of parameter $\mu$

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up vote 5 down vote accepted

I would take a bet this is homework. Should give it the homework tag. As a hint, note that $$Pr(Y_i=1|\mu)=Pr(X_i\leq\mu|\mu)=F(\mu)=1-Pr(Y_i=2|\mu)$$

So the likelihood for the data is:

$$Pr(Y_1,\dots,Y_n)=\left[F(\mu)\right]^{n_1}\left[1-F(\mu)\right]^{n_2}$$

Where $n_1$ is the number of observed $Y_i$ which are equal to $1$ and $n_2$ is the number of observed $Y_i$ which are equal to $2$. Obviously $n_1+n_2=n$

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10  
"I would take a bet this is homework." Check out the OP's questions on Math.SE where many people have stopped answering the questions perhaps because of the OP's complete lack of any response to answers or comments asking for clarifications and the 0% acceptance rate. – Dilip Sarwate Apr 20 '12 at 10:43

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