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Part BCSIR NET December 2024the-components-do-not-overlap-so-y-is-observed

The components do not overlap so y is observed

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

  1. A.1/4
  2. B.1/2
  3. C.1/3
  4. D.1/6

You have the answer. Trap Analysis is why the other three were written.

Not a worked solution repeated four times — the specific reasoning error each wrong option was built to reward.

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50 are analysed free — try those first.

Related counterexample: The MLE is unbiased

More on this topic

The chapter behind this: Maximum likelihood and the method of moments — free to read

From EstimationMLE and method of moments

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