Let X be a discrete random variable such that: P(X=0)=1-T and P(X= 40) = π 5 and 0 otherwise, where 0 < < 1 is an unknown parameter. Derive the maximum likelihood estimate of based on a random sample of size 11 = 5 from this distribution which resulted in i I¡ = 120. Note you must show all steps of your working. You do not need to verify the solution is a maximum.
Let X be a discrete random variable such that: P(X=0)=1-T and P(X= 40) = π 5 and 0 otherwise, where 0 < < 1 is an unknown parameter. Derive the maximum likelihood estimate of based on a random sample of size 11 = 5 from this distribution which resulted in i I¡ = 120. Note you must show all steps of your working. You do not need to verify the solution is a maximum.
Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter7: Distance And Approximation
Section7.3: Least Squares Approximation
Problem 31EQ
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![(a) Let X be a discrete random variable such that:
P(X= 0) = 1-7 and P(X = 40) = T
and otherwise, where 0<7 < 1 is an unknown parameter. Derive the
maximum likelihood estimate of 7 based on a random sample of size
n = 5
5
from this distribution which resulted in
= 120. Note you must show all
steps of your working. You do not need to verify the solution is a maximum.
i-1](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fb5ed4928-4b60-4e32-a15e-9a625d0ebfdf%2Ff0de6b12-1179-4ecd-b9ab-ea16e3e0caf6%2F848ial_processed.jpeg&w=3840&q=75)
Transcribed Image Text:(a) Let X be a discrete random variable such that:
P(X= 0) = 1-7 and P(X = 40) = T
and otherwise, where 0<7 < 1 is an unknown parameter. Derive the
maximum likelihood estimate of 7 based on a random sample of size
n = 5
5
from this distribution which resulted in
= 120. Note you must show all
steps of your working. You do not need to verify the solution is a maximum.
i-1
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