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Maximum likelihood estimation
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=== Discrete uniform distribution === {{Main|German tank problem}} Consider a case where ''n'' tickets numbered from 1 to ''n'' are placed in a box and one is selected at random (''see [[Uniform distribution (discrete)|uniform distribution]]''); thus, the sample size is 1. If ''n'' is unknown, then the maximum likelihood estimator <math>\widehat{n}</math> of ''n'' is the number ''m'' on the drawn ticket. (The likelihood is 0 for ''n'' < ''m'', {{frac|1|''n''}} for ''n'' β₯ ''m'', and this is greatest when ''n'' = ''m''. Note that the maximum likelihood estimate of ''n'' occurs at the lower extreme of possible values {''m'', ''m'' + 1, ...}, rather than somewhere in the "middle" of the range of possible values, which would result in less bias.) The [[expected value]] of the number ''m'' on the drawn ticket, and therefore the expected value of <math>\widehat{n}</math>, is (''n'' + 1)/2. As a result, with a sample size of 1, the maximum likelihood estimator for ''n'' will systematically underestimate ''n'' by (''n'' β 1)/2.
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