(i) Verify (by calculation) that the log-likelihood function for the parameter p is given by l(x;p) = n (logp + (x − 1) log(1 − p)) . - (ii) Derive the MLE estimator for p, and use it to compute the MLE estimate for the following sample data ¹: 1 3 1 1 1 23 1 1 1 1 (iii) What is the MLE estimator for 1/p? Verify this estimator is unbiased.
(i) Verify (by calculation) that the log-likelihood function for the parameter p is given by l(x;p) = n (logp + (x − 1) log(1 − p)) . - (ii) Derive the MLE estimator for p, and use it to compute the MLE estimate for the following sample data ¹: 1 3 1 1 1 23 1 1 1 1 (iii) What is the MLE estimator for 1/p? Verify this estimator is unbiased.
A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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Question
![Let X ~ Geom(p), a geometric distribution with parameter p € (0, 1). This is a discrete
probability distribution on the positive integers, with p.m.f. given by
fx (k) = (1 − p)k-¹p, k =
= 1, 2,...
(i) Verify (by calculation) that the log-likelihood function for the parameter p is given by
l(x;p) = n (logp + (x − 1) log(1 − p)).
-
(ii) Derive the MLE estimator for p, and use it to compute the MLE estimate for the
following sample data ¹:
1 3 1 1 1 2 3 1 1 1 1
(iii) What is the MLE estimator for 1/p? Verify this estimator is unbiased.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F33efa0ee-e3c4-4640-bf2a-d63d72536f00%2Fdbd0777e-f3d6-4f08-adf5-d81b23c9dd0e%2Fv4bz2ll_processed.png&w=3840&q=75)
Transcribed Image Text:Let X ~ Geom(p), a geometric distribution with parameter p € (0, 1). This is a discrete
probability distribution on the positive integers, with p.m.f. given by
fx (k) = (1 − p)k-¹p, k =
= 1, 2,...
(i) Verify (by calculation) that the log-likelihood function for the parameter p is given by
l(x;p) = n (logp + (x − 1) log(1 − p)).
-
(ii) Derive the MLE estimator for p, and use it to compute the MLE estimate for the
following sample data ¹:
1 3 1 1 1 2 3 1 1 1 1
(iii) What is the MLE estimator for 1/p? Verify this estimator is unbiased.
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