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In: Statistics and Probability

Suppose X1,  X2,  X3 are i.i.d. Exp( λ ), and that we observe the realizations X1 = 1.0,  X2...

Suppose X1,  X2,  X3 are i.i.d. Exp( λ ), and that we observe the realizations X1 = 1.0,  X2 = 2.0, and X3 = 3.0. What is the maximum likelihood estimate of Pr(X1> 2)?

Please explain your steps/answers if possible.

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