Results 1 to 1 of 1

Math Help - a log-likelihood problem

  1. #1
    Newbie
    Joined
    Nov 2008
    Posts
    14

    a log-likelihood problem

    X_i for i=0,\dots,n are from Exponential distribution

    X_1,\dots,X_m are observed

    X_{m+1},\dots,X_n are censored at \tau
    i.e. they have the cumulative distribution function F(\tau,\theta)=P(X_i \leq \tau)

    likelihood is given by
    \prod_{i=1}^m f(x_i;\theta)\prod_{i=m+1}^n (1-F(\tau,\theta))

    how do i show that the complete data log-likelihood is a linear function of x_{m+1},\dots,x_n


    Thanks.

    casper
    Last edited by casperyc; November 30th 2009 at 12:15 PM. Reason: to add 'Thanks'
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. max likelihood
    Posted in the Advanced Statistics Forum
    Replies: 7
    Last Post: March 10th 2011, 02:21 AM
  2. Likelihood and log-likelihood functions
    Posted in the Advanced Statistics Forum
    Replies: 0
    Last Post: April 29th 2009, 03:44 PM
  3. Likelihood Ratio Test & Likelihood Function
    Posted in the Advanced Statistics Forum
    Replies: 6
    Last Post: April 23rd 2009, 07:53 AM
  4. Maximum Likelihood Estimator Problem
    Posted in the Advanced Statistics Forum
    Replies: 2
    Last Post: March 19th 2009, 12:25 AM
  5. Likelihood
    Posted in the Statistics Forum
    Replies: 1
    Last Post: July 31st 2005, 08:47 AM

Search Tags


/mathhelpforum @mathhelpforum