Let X and Y be independent random variables such that X follows U(0, 1) distribution and Y follows Bernoulli distribution with success probability p ∈ (0, 1). Define Z = X + Y. Let be the observed values from the distribution of Z. Then the maximum likelihood estimate of p equals
Part BCSIR NET December 2024the-components-do-not-overlap-so-y-is-observed
The components do not overlap so y is observed
Related counterexample: The MLE is unbiased
- Part B questionDecember 2023
- shifted exponentialDecember 2023
- 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