(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)
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Author:Sheldon Ross
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Chapter1: Combinatorial Analysis
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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.
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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