題組內容

1. (40%) Let $X_1, X_2, \cdots, X_n$ be a random sample from the distribution with a probability density function
$f(x; \theta) = \theta(1 - x)^{\theta - 1}, 0 < x < 1; \theta > 0.$

 

(a) (8%) Find the maximum likelihood estimator \( T_{n}(X) \) of \( \theta \), where \( X = (X_{1}, X_{2}, \dots, X_{n})' \).