Let Y_1, Y_2, \dots , Y_n be independent and identically distributed random variables such that for

snowlovelydayM

snowlovelydayM

Answered question

2021-09-13

Let Y1,Y2,s˙,Yn be independent and identically distributed random variables such that for
0<p<1,P(Yi=1)=p  and  P(Yi=0)=q=1p (Such random variables are called Bernoulli random variables.)
(Maximum Likelihood Estimation ) Please construct the likelihood function for parameter p.
(Maximum Likelihood Estimation ) Please obtain the MLE estimator for p.

Answer & Explanation

estenutC

estenutC

Skilled2021-09-14Added 81 answers

Step 1
Let Y1,Y2,s˙,Yn be independent and identically distributed random variables such that for bernoulli distribution with
(1, p)
  probability mass function  =px(1p)1x
where P(Yi=1)=p  and  P(Yi=0)=q=1p
1)
likelihood function for parameter p
f(x)=py(1p)1y where Y1,Y2,,Yn be independent and identically distributed random variables
likelihood function of p .
L(p)=i=1npyi(1p)1yi
Step 2
2) MLE estimator for p
L(p)=i=1npyi(1p)1yi
now the log likelihhod function
ln(L(p))=i=1nln(pyi(1p)1yi)
=i=1n(yiln(p)+(1yi)(1p))
now diffrentiate the above equation w.r.t y and equate it tp 0
ln(L(p))y=(i=1nln(pyi(1p)1yi))y
ln(L(p))y=i=1nYip(ni=1nYi)1p
i=1nYip(ni=1nYi)1p=0

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