Q4) Assume that a variable x comes from a probability distribution of the form P(x|w) exp(Σwkf(x) 1 Z(w) uſu(x)), where the functions f(x) are given, and the parameters w = {w} are not known. A data set {x(n)} of N points is supplied. Show by differentiating the log likelihood that the maximum-likelihood parameters WML satisfy ΣP(x | WML) fk (x) = ¹ Σ fk. (x(n))

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Question
Q4) Assume that a variable x comes from a probability distribution of the form
1
Su(x)),
Z(w)
P(x|w):
=
exp(Σwkf(x)
where the functions f(x) are given, and the parameters w = {w} are not known. A data set {x()}
of N points is supplied. Show by differentiating the log likelihood that the maximum-likelihood
parameters WML satisfy
ΣP (x | WML) ƒi (x) = } [ƒk. (x(™))
fk
x
n
Transcribed Image Text:Q4) Assume that a variable x comes from a probability distribution of the form 1 Su(x)), Z(w) P(x|w): = exp(Σwkf(x) where the functions f(x) are given, and the parameters w = {w} are not known. A data set {x()} of N points is supplied. Show by differentiating the log likelihood that the maximum-likelihood parameters WML satisfy ΣP (x | WML) ƒi (x) = } [ƒk. (x(™)) fk x n
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 3 steps with 6 images

Blurred answer
Similar questions
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
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 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…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
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
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman