I'm having trouble with the following example problem of MLE:
Let $X = (X_1, ..., X_n)$ be a trial from i.i.d r.v. with density: $$ g(x) = \frac{\alpha}{x^2}\mathbb{1}_{[\beta, \infty)}(x) $$ where $\beta> 0$.
- Write $\alpha$ in terms of $\beta$ to obtain $f(x, \beta)$
- Find its likelihood function and draw its graph
- Using above result get MLE estimator of $\beta$
Could anyone give me a hint on the first task? I'm banging my head against the wall but can't see how $\alpha$ may be written only in terms of $\beta$.
I derived $L$ as $$ L(\textbf{x}, \alpha, \beta) = \frac{\alpha^n}{\prod_\limits{i=1}^n x_i^2}\mathbb{1}_{[\beta, \infty)(X(1))} $$ to maybe find some clues there but without any meaningful effect.
It is enough to set
$$\int_{\beta}^{+\infty}\frac{\alpha}{x^2}dx=1$$
to find $\alpha=\beta$
Point 3) observing that the domain depends on the parameter, the likellihood is
$$L(\beta) \propto \beta^n\mathbb{1}_{(0;x_{(1)}]}(\beta)$$
it is self evident that the likelihood is strictly increasing so the MLE estimator is
$\hat{\beta}=x_{(1)}=min(x)$