Question: Refer to Section 9.7.3. Let T = t i and W = w i . Suppose that survival times have a negative exponential distribution with
Refer to Section 9.7.3. Let T = ∑ti and W = ∑wi. Suppose that survival times have a negative exponential distribution with parameter λ.
a. Using log likelihood (9.19), show that λ̂ = W/T.
b. Conditional on T, show that W has a Poisson distribution with mean Tλ. Using the Poisson likelihood, show that λ̂ = W/T.
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a Log likelihood L log w i t i Differentiating with respect to and equating to zero gives t... View full answer
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