The probability of a head in tossing a coin is p ∈ (0, 1). The coin is independently tossed 25 times and heads appear 10 times. The Bayes estimate of p with respect to the prior Beta(5, 5) and squared error loss is
Part BCSIR NET December 2023
MLE and method of moments
Related counterexample: The MLE is unbiased
- shifted exponentialDecember 2023
- the components do not overlap so y is observedDecember 2024
- only one side of the interval can failDecember 2024
- the prior adds one to the exponentDecember 2024
- the parameter space is open so the extremes have no mleDecember 2024
- the maximum tracks the upper endpointDecember 2024
The chapter behind this: Maximum likelihood and the method of moments — free to read
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