uniform distribution MLE with U($\theta$,$\theta+1$) If my data $X_1, X_2,....,X_{10}$ has distribution of $U(\theta, \theta+1)$, and $X_{(10)} = 2$, would the MLE for $\theta$ actually be any $\theta$ in it's parameter space? I'm assuming this is because the pdf of x is potentially $1* I_{X_{(10)}-1<\theta<X_{(1)}}$,therefore there's no unique MLE. I just want to verify if I'm correct. Thanks. 
 A: Comments and demonstration:  Of the several pages linked in previous comments, perhaps this one
from @stubbornAtom and 
this one from @whuber are most directly relevant.
While there is no unique MLE, it makes sense to use sufficient statistics to find an unbiased estimator with small root mean
square error (RMSE). One good candidate is the unbiased midrange, as illustrated in the R simulation below for the case in which
$\theta = 5.$
set.seed(311)
m = 10^6; mx = mn = mr = numeric(m)
th = 5; n = 10
for(i in 1:m) {
  x = runif(n, th, th+1)
  mx[i] = max(x)
  mn[i] = min(x)
  mr[i] = mean(range(x)) }

.
# Unbiased estimators
t1 = mx - .9    # adj max
t2 = mr - .5    # adj midrange
t3 = mn - .1    # adj min

mean(t1); mean(t2);  mean(t3)
[1] 5.009175
[1] 5.00002
[1] 4.990866
sd(t1); sd(t2); sd(t3)
[1] 0.08292119
[1] 0.06145805            # smallest of 3
[1] 0.08282185

# RMSE's
sqrt(mean((t1 -th)^2))
[1] 0.08342722
sqrt(mean((t2 -th)^2))
[1] 0.06145803            # smallest of 3
sqrt(mean((t3 -th)^2))
[1] 0.08332399

par(mfrow=c(1,3))
 hist(t1, prob=T, col="skyblue2", main="Unbiased Max")
 hist(t2, prob=T, col="skyblue2", main="Unbiased Midrange")
 hist(t3, prob=T, col="skyblue2", main="Unbiased Min")
par(mfrow=c(1,3))


