I have a question from my Stats Homework that is worded as follows:

Based on a random sample size n from the Beta(a,2), construct the MLE of a

I really don't know how to go about solving this, as the beta function in the pmf of the beta distribution is throwing me off. I would appreciate any input and guidance.

  • 3
    $\begingroup$ Go as far as you can by ignoring the beta term. Come back here when you reach a point where you must use it in a calculation in order to find the MLE of $a$: then you will have a more specific question to ask. $\endgroup$
    – whuber
    Commented Nov 13, 2014 at 23:11