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    Chapter 13: Generalization: Brandon Morgan 1/26/2021

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    Eng Mohammed Dammaj
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    Chapter 13: Generalization: Brandon Morgan 1/26/2021

    Uploaded by

    Eng Mohammed Dammaj
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    English

    Original Title

    E13_5

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    3 views1 page

    Chapter 13: Generalization: Brandon Morgan 1/26/2021

    Uploaded by

    Eng Mohammed Dammaj
    English

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 1

    Chapter 13: Generalization

    Brandon Morgan

    1/26/2021

    13.5
    We are given the following density function with random variable t:

    t −t
    f (t|x) = e x
    x2
    To find the maximum likelihood, we first need to find the product of all the densities of the ditribution:

    q
    Y t −t t q t

    2
    e x = ( 2 )q e−Σ x
    x x
    Now, we find the natural logarithm:

    t q −Σq t t q q t t t
    ln[( 2
    ) e x ] = ln(
    2
    ) + ln[e−Σ x ] = q ln( 2 ) − [Σq ]
    x x x x
    1
    Note that the summation of t/x depends upon t, not x, so we can pull it out, to get x Σt.

    Now, we find the partial derivative with respect to x:

    ∂ t 1
    [q ln( 2 ) − [ Σt]]
    ∂x x x
    ∂ 1
    [q ln(t) − q ln(x2 ) − [ Σt]
    ∂x x
    2q ∂ 1
    0− − [ Σt]
    x ∂x x

    2q 2Σt
    − + 2
    x x
    Now, we set this equal to zero and solve for x:

    2q 2Σt
    − + 2 =0
    x x
    Σt
    Which can be shown to be at x = q .

    The maximum likelihood estimate of x is:

    Σt
    xM L =
    q

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