Math Problem Statement

find posterior mean

Consider a random sample (0, 0, 1, 2, 2, 3, 3, 3, 3, 3). Find the maximum likelihood estimate of p for the given sample. Enter the answer correct to two decimal places.

Solution

This question involves finding the maximum likelihood estimate (MLE) of pp, 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 pp, 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 pp is 13\frac{1}{3}, or approximately 0.330.33 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:

  1. How is the likelihood function constructed for a geometric distribution?
  2. What steps are involved in finding the MLE for a parameter?
  3. How does the log-likelihood simplify the process of finding the MLE?
  4. Why must probabilities pp lie between 0 and 1 in this context?
  5. Can this approach be generalized to other probability distributions?

Tip: Always check the domain of pp (e.g., 0<p<10 < p < 1) 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