Consider a distribution with probability mass function f(x | if x = 0; 1/2 if if x = 2; and 0 otherwise, where is an unknown parameter. In a random sample of size 100 from the above distribution, the observed counts of 0, 1 and 2 are 20, 30 and 50 respectively. Then, the maximum likelihood estimate of based on the observed data is
Part BCSIR NET June 2024parameter-free-category-carries-no-information
Parameter free category carries no information
Related counterexample: The MLE is unbiased
- Part B questionDecember 2023
- 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 chapter behind this: Maximum likelihood and the method of moments — free to read