Math Problem Statement
find posterior mean
Solution
This question involves finding the maximum likelihood estimate (MLE) of , likely based on a statistical model such as the binomial or geometric distribution. Let me explain step-by-step how to approach this and solve it. sympy import symbols, Eq, solve
Sample data provided in the problem
sample = [0, 0, 1, 2, 2, 3, 3, 3, 3, 3]
Total observations and sum of the sample data
n = len(sample) sum_sample = sum(sample)
Define the variable for probability p
p = symbols('p')
The likelihood function for geometric distribution (MLE estimation) is based on P(X=x) = (1-p)^(x-1) * p
The log-likelihood simplifies to: L(p) = n * log(p) + sum(Xi-1) * log(1-p)
The derivative of the log-likelihood with respect to p and set to 0 gives the MLE:
log_likelihood = n * p + sum_sample * (1 - p) mle_equation = Eq(log_likelihood, 0)
Solve for p
mle_solution = solve(mle_equation, p) mle_solutionIt seems the calculation produced a value of 2 for , which is incorrect since probabilities must be between 0 and 1. I’ll reevaluate the setup and clarify the likelihood function.
Given the sample data, it is important to verify whether we are dealing with a binomial or geometric model. Let me revise and correctly analyze this case. Correct approach: Geometric distribution log-likelihood
For a geometric distribution, P(X=x) = (1-p)^(x-1) * p
Log-likelihood is: L(p) = n * log(p) + sum(Xi-1) * log(1-p)
from sympy import log
Define log-likelihood function for geometric distribution
log_likelihood_correct = n * log(p) + sum_sample * log(1 - p)
Derivative of log-likelihood with respect to p
mle_equation_correct = log_likelihood_correct.diff(p)
Solve the equation to find the MLE of p
mle_solution_correct = solve(Eq(mle_equation_correct, 0), p) mle_solution_correctThe maximum likelihood estimate (MLE) for is , or approximately when rounded to two decimal places.
Would you like a detailed breakdown of the calculations or any clarifications? Here are five related questions for practice:
- How is the likelihood function constructed for a geometric distribution?
- What steps are involved in finding the MLE for a parameter?
- How does the log-likelihood simplify the process of finding the MLE?
- Why must probabilities lie between 0 and 1 in this context?
- Can this approach be generalized to other probability distributions?
Tip: Always check the domain of (e.g., ) when solving for probabilities in likelihood estimation.
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Math Problem Analysis
Mathematical Concepts
Probability
Statistics
Maximum Likelihood Estimation
Geometric Distribution
Formulas
P(X=x) = (1-p)^(x-1) * p (Probability mass function of geometric distribution)
Log-Likelihood: L(p) = n * log(p) + sum(Xi - 1) * log(1 - p)
MLE: Solve derivative of log-likelihood equation for p
Theorems
Maximum Likelihood Estimation (MLE)
Properties of Probabilities
Suitable Grade Level
Undergraduate
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