MLE problem

Discussion in 'CT3' started by Chandrima, Feb 6, 2017.

  1. Chandrima

    Chandrima Member

    Can anyone help me in understanding this problem? I am not being able to understand which distribution this sum follows. Hence, not sure how to write the likelihood function. Please help. (ref. to the two files attached herewith)
     

    Attached Files:

  2. In cases like this, when the frequency and the probabilities of different events are given, we obtain the likelihood function by, say,
    L= P1^f1 ×P2^f2 and so on for all the events.
    Here it will be 'probability of going up' to the power it's 'frequency' multiplied similarly with both other events function
     
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  3. Chandrima

    Chandrima Member

    Thank you Aditya for your help. Now I could do (ii), (iii)(a) and (iii)(b). But I am stuck at solving the easiest part i.e. (i). For solving (i), I am just solving following three inequalities considering the fact that probability should be between 0 to 1:
    0 <= (1/4 - theta) <= 1
    0 <= (5/8 + 2*theta) <= 1
    0 <= (1/8 - theta) <=1
    This is giving rise to (-7/8) <= theta <= (3/16)
    But the given answer is (-5/6) <= theta <= (1/8)
    Where am I making mistake???
     
  4. Bharti Singla

    Bharti Singla Senior Member

    Hope this helps!
     

    Attached Files:

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  5. Chandrima

    Chandrima Member

    Many many thanks Bharti! I really appreciate your prompt help and fast reply. Thank you a lot.
     
  6. Bharti Singla

    Bharti Singla Senior Member

    Your welcome :)
     

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