Tagged Questions
1
vote
1answer
57 views
Maximum likelihood estimators, hypergeometric and binomial
I'm trying to solve a two part problem. The set up is as follows: consider a bag with $\theta$ red marbles and $7-\theta$ blue marbles, with $\theta$ being unknown. Let $x$ denote the number of red ...
0
votes
0answers
117 views
Stationary Zero Mean AR(1) time series?? Yule-Walker equations???
Let {$X$t; $-∞ < t < ∞$} be a stationay zero mean AR(1) time series process given by
$X$t = 0.5$X$t-1 + $V$t
and define $Y$t as
$Y$t = $X$t + $W$t
where $V$t ≈$N$ ...
1
vote
0answers
27 views
MLE estimation of parameters, converting normalized observations to integers and back
I am fitting a model's parameters to grouped data by maximizing the likelihood equation:
$L(\theta)=N!\prod_{i=1}^{G}\frac{p_i(\theta)^{n_i}}{n_i!}$
$\theta$ is the vector of parameters. $n_i$ is ...
