Results 1 to 4 of 4

Math Help - MLEs for a Geometric distribution

  1. #1
    Newbie
    Joined
    Aug 2010
    Posts
    23

    MLEs for a Geometric distribution

    Let X1,...Xn be a random sample from a geometric distribution, X~GEO(p). Find the MLEs of the following quantities: (using the invariance property of the MLE)
    a) p;
    b)E(X) = 1/p^2;
    c) Var(X) = (1-p)/p^2;
    d) P[X>8] = (1-p)^8.
    Follow Math Help Forum on Facebook and Google+

  2. #2
    MHF Contributor matheagle's Avatar
    Joined
    Feb 2009
    Posts
    2,763
    Thanks
    5
    well
    what is the MLE of p?
    Follow Math Help Forum on Facebook and Google+

  3. #3
    Newbie
    Joined
    Aug 2010
    Posts
    23

    p?

    Is the MLE of p equal to p?

    Please explain why.
    Follow Math Help Forum on Facebook and Google+

  4. #4
    MHF Contributor matheagle's Avatar
    Joined
    Feb 2009
    Posts
    2,763
    Thanks
    5
    P is an unknown parameter
    You need to find a statistics (function of just the X's)
    to estimate p.
    First obtain the likelihood function and differentiate it wrt p.
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Asymptotic distributions of MLEs
    Posted in the Advanced Statistics Forum
    Replies: 4
    Last Post: March 17th 2011, 09:04 PM
  2. Combining MLEs question
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: March 7th 2011, 07:03 AM
  3. Geometric distribution
    Posted in the Advanced Statistics Forum
    Replies: 0
    Last Post: February 8th 2010, 09:24 AM
  4. Geometric Distribution HELP!
    Posted in the Advanced Statistics Forum
    Replies: 0
    Last Post: November 15th 2009, 10:16 AM
  5. MLEs
    Posted in the Advanced Statistics Forum
    Replies: 9
    Last Post: June 14th 2009, 02:06 PM

Search Tags


/mathhelpforum @mathhelpforum