Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Consider independent observations ( r 1 , y 1 ) , dots ( r n , y n ) , from the model Y i

Consider independent observations (r1,y1),dots(rn,yn), from the model YiBin(ri,p) for i=1,dots,n, where the ri are fixed constants. Using likelihood L(p) and log-likelihood l(p) as appropriate, compute the following items.
Derive the maximum likelihood estimate hat(p).
Write the second derivative of log-likelihood l(p).
Give an expression of the approximated asymptotic standard error of hat(p) by plugging in the estimate hat(p). To this end, estimate the Fisher Information Matrix by hat(V)=-del2delp2l(p)|p|=hat(p) and then s.e*(hat(p))=hat(V)-12.
Consider data (15,11),(20,14),(15,9),(10,7),(25,17),(15,12),(10,8). Using your formul, compute and write numerical estimates hat(p),s.e.(hat(p)) and give a 95% confidence interval for p using the normal approximation.
image text in transcribed

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Algebra 1

Authors: Mary P. Dolciani, Richard A. Swanson

(McDougal Littell High School Math)

9780395535899, 0395535891

More Books

Students also viewed these Mathematics questions