4.

5.2.14. For the negative binomial pdf p (k; p, r) = k+r−1 (1 − p)kpr, find the maximum likelihood k estimator for p if r is know

Volgvan

Answer:

$\hat p = \frac{r}{\bar x +r}$

Step-by-step explanation:

A negative binomial random variable "is the number X of repeated trials to produce r successes in a negative binomial experiment. The probability distribution of a negative binomial random variable is called a negative binomial distribution, this distribution is known as the Pascal distribution".

And the probability mass function is given by:

$P(X=x) = (x+r-1 C k)p^r (1-p)^{x}$

Where r represent the number successes after the k failures and p is the probability of a success on any given trial.

Solution to the problem

For this case the likehoof function is given by:

$L(\theta , x_i) = \prod_{i=1}^n f(\theta ,x_i)$

If we replace the mass function we got:

$L(p, x_i) = \prod_{i=1}^n (x_i +r-1 C k) p^r (1-p)^{x_i}$

When we take the derivate of the likehood function we got:

$l(p,x_i) = \sum_{i=1}^n [log (x_i +r-1 C k) + r log(p) + x_i log(1-p)]$

And in order to estimate the likehood estimator for p we need to take the derivate from the last expression and we got:

$\frac{dl(p,x_i)}{dp} = \sum_{i=1}^n \frac{r}{p} -\frac{x_i}{1-p}$

And we can separete the sum and we got:

$\frac{dl(p,x_i)}{dp} = \sum_{i=1}^n \frac{r}{p} -\sum_{i=1}^n \frac{x_i}{1-p}$

Now we need to find the critical point setting equal to zero this derivate and we got:

$\frac{dl(p,x_i)}{dp} = \sum_{i=1}^n \frac{r}{p} -\sum_{i=1}^n \frac{x_i}{1-p}=0$

$\sum_{i=1}^n \frac{r}{p} =\sum_{i=1}^n \frac{x_i}{1-p}$

For the left and right part of the expression we just have this using the properties for a sum and taking in count that p is a fixed value:

$\frac{nr}{p}= \frac{\sum_{i=1}^n x_i}{1-p}$

Now we need to solve the value of $\hat p$ from the last equation like this:

$nr(1-p) = p \sum_{i=1}^n x_i$

$nr -nrp =p \sum_{i=1}^n x_i$

$p \sum_{i=1}^n x_i +nrp = nr$

$p[\sum_{i=1}^n x_i +nr]= nr$

And if we solve for $\hat p$ we got:

$\hat p = \frac{nr}{\sum_{i=1}^n x_i +nr}$

And if we divide numerator and denominator by n we got:

$\hat p = \frac{r}{\bar x +r}$

Since $\bar x = \frac{\sum_{i=1}^n x_i}{n}$

4 0

3 years ago

A mural is painted on the walls of a local business. It measures 7.5 ft long and 3.5 ft wide. The owner would like

Afina-wow [57]

Answer:

24 sections

Step-by-step explanation:

8 + 8 = 16

4+ 4 = 8

16 + 8 = 24

5 0

2 years ago

Help plz asap !!!!!!!

Serggg [28]

17.156 is the rational number, if the number can be put into fraction form then it is considered rational

8 0

3 years ago

Read 2 more answers

According to the Fundamental Theorem of Algebra, which polynomial function has exactly 8 roots?

HACTEHA [7]

Answer:

Option (1)

Step-by-step explanation:

Fundamental theorem of Algebra states degree of the polynomial defines the number of roots of the polynomial.

8 roots means degree of the polynomial = 8

Option (1)

f(x) = (3x² - 4x - 5)(2x⁶- 5)

When we multiply (3x²) and (2x⁶),

(3x²)(2x⁶) = 6x⁸

Therefore, degree of the polynomial = 8

And number of roots = 8

Option (2)

f(x) = (3x⁴ + 2x)⁴

By solving the expression,

Leading term of the polynomial = (3x⁴)⁴

= 81x¹⁶

Therefore, degree of the polynomial = 16

And number of roots = 16

Option (3)

f(x) = (4x² - 7)³

Leading term of the polynomial = (4x²)³

= 64x⁶

Degree of the polynomial = 6

Number of roots = 6

Option (4)

f(x) = (6x⁸ - 4x⁵ - 1)(3x² - 4)

By simplifying the expression,

Leading term of the polynomial = (6x⁸)(3x²)

= 18x¹⁰

Degree of the polynomial = 10

Therefore, number of roots = 10

3 0

3 years ago

What percentage of 100 is 35

nika2105 [10]

Answer:

35%

You divide 35 to 100

35÷100=0.35

and its equal to

35%

6 0

2 years ago