e) Mathematically, the MLE for λ, is 1 ̄x = 3.2634033, which we expected. Using R and optimize(), compute the maximum of the likelihood function from a computer science standpoint. f) Plot and optimize the log-likelihood function as well. Where is the location of the maximum? Please solve this with R code
e) Mathematically, the MLE for λ, is 1 ̄x = 3.2634033, which we expected. Using R and optimize(), compute the maximum of the likelihood function from a computer science standpoint. f) Plot and optimize the log-likelihood function as well. Where is the location of the maximum? Please solve this with R code
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
e)
Mathematically, the MLE for λ, is 1
̄x = 3.2634033, which we expected. Using R and optimize(), compute
the maximum of the likelihood
f)
Plot and optimize the log-likelihood function as well. Where is the location of the maximum?
Please solve this with R code
![Next on your own you'll plot the likelihood based on exponential data.
a)
First, write and simplify the likelihood function for a data set of exponentially distributed random variables.
Use LaTeX math typesetting notation to make your likelihood render correctly.
b)
Next, consider observations from an exponential distribution where X is a the parameter. Code up a function
L_Exponential, similar to the L_Poisson from class and L_Normal from problem 1, that will take an input
vector of possible λs, an input vector of observed data, and compute and output the evaluated likelihood
value. Be cautious with parentheses.
c)
Suppose we observe a data set of heavy metal concentrations, in micrograms of mercury per liter, of wa-
ter specimens collected in the Olentangy River basin: c(0.51, 0.02, 0.15, 0.46, 0.11, 0.04, 0.39,
0.52, 0.2, 0.17, 0.01, 0.02, 0.32, 1.37). Suppose concentrations can be assumed to be exponen-
tially distributed. Compute x, the MLE for X.
mercury <-c(0.51, 0.02, 0.15, 0.46, 0.11, 0.04, 0.39, 0.52, 0.2, 0.17, 0.01, 0.02, 0.32, 1.:
xbar <- mean (mercury)
print (xbar)
## [1] 0.3064286
d)
Plot the likelihood function for this particular data set over the λ domain (0, 10]. Comment on the shape of
the likelihood function and the apparent location of the maximum.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F8952a85a-85f1-4c32-8b45-c088a1def42e%2F7954633a-6fc7-4c1f-bea8-f798d8373ac3%2F4gmro_processed.png&w=3840&q=75)
Transcribed Image Text:Next on your own you'll plot the likelihood based on exponential data.
a)
First, write and simplify the likelihood function for a data set of exponentially distributed random variables.
Use LaTeX math typesetting notation to make your likelihood render correctly.
b)
Next, consider observations from an exponential distribution where X is a the parameter. Code up a function
L_Exponential, similar to the L_Poisson from class and L_Normal from problem 1, that will take an input
vector of possible λs, an input vector of observed data, and compute and output the evaluated likelihood
value. Be cautious with parentheses.
c)
Suppose we observe a data set of heavy metal concentrations, in micrograms of mercury per liter, of wa-
ter specimens collected in the Olentangy River basin: c(0.51, 0.02, 0.15, 0.46, 0.11, 0.04, 0.39,
0.52, 0.2, 0.17, 0.01, 0.02, 0.32, 1.37). Suppose concentrations can be assumed to be exponen-
tially distributed. Compute x, the MLE for X.
mercury <-c(0.51, 0.02, 0.15, 0.46, 0.11, 0.04, 0.39, 0.52, 0.2, 0.17, 0.01, 0.02, 0.32, 1.:
xbar <- mean (mercury)
print (xbar)
## [1] 0.3064286
d)
Plot the likelihood function for this particular data set over the λ domain (0, 10]. Comment on the shape of
the likelihood function and the apparent location of the maximum.
Expert Solution

This question has been solved!
Explore an expertly crafted, step-by-step solution for a thorough understanding of key concepts.
Step by step
Solved in 3 steps with 12 images

Recommended textbooks for you

MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc

Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning

Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning

MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc

Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning

Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning

Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON

The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman

Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman