The number of connections to a wrong phone number is often modeled by a Poisson distribution. To estimate the unknown parameter λ of that distribution (the mean number of wrong connections) one observes a sample ₁,..., n of wrong connections on n different days. Assum- ing that σ = x₁ + ... + în > 0, (i)give the likelihood function of the sample; (ii) find the m.l.e. and MLE of X. Hint. (i) If f(x|X) = e, then show that the likelihood function is 2 fn(Xn|X) = en\X° /[[2j!(o= 21+ .tin) j=1 22 (ii) L(X) = lnfn (Xñ |A) = get it. After finding L'(X), show that L'(X) = 0 iff λ = o/n = πn. Now, σ/n is a critical point of L(A). But we can rewrite L' as L'(X) = (n − X) showing that Thus, î= L' is positive for > < xn, L' is equal zero when λ = n, L'is negative when > > n. It proves that în is a local and hence the global maximum point of L and therefore of f(x₂|X). ... = n is the m.l.e. of X and  = Xn is the MLE of X.
The number of connections to a wrong phone number is often modeled by a Poisson distribution. To estimate the unknown parameter λ of that distribution (the mean number of wrong connections) one observes a sample ₁,..., n of wrong connections on n different days. Assum- ing that σ = x₁ + ... + în > 0, (i)give the likelihood function of the sample; (ii) find the m.l.e. and MLE of X. Hint. (i) If f(x|X) = e, then show that the likelihood function is 2 fn(Xn|X) = en\X° /[[2j!(o= 21+ .tin) j=1 22 (ii) L(X) = lnfn (Xñ |A) = get it. After finding L'(X), show that L'(X) = 0 iff λ = o/n = πn. Now, σ/n is a critical point of L(A). But we can rewrite L' as L'(X) = (n − X) showing that Thus, î= L' is positive for > < xn, L' is equal zero when λ = n, L'is negative when > > n. It proves that în is a local and hence the global maximum point of L and therefore of f(x₂|X). ... = n is the m.l.e. of X and  = Xn is the MLE of X.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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