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Lecture Notes - Week 12

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25 views6 pages

Lecture Notes - Week 12

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arslanerkancan
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The Method &f Maximum Likelihood Wi'dely used method do obfain an estimator poraa vnkaown povametir 2] popiladion with o pita obied vs called fhe method of moximum Ubth’Lood . Lf 2, %,)--- 2%, be an observed panclem sample fom alist, with peramehe @. Llebshood forebion ab Neen A ee i fen) = IT {aed Max, Ukedfood estimador (MLE) of 6,6 maxilal! ether Mikelnood fuachlon, £y 6) or lop thmi'e tkdihood function &,(0) = ba Ly lo). Nole that bikebrhood funchon rs oedvally forn F probability fl obsecviag He dala set (sample) we Aase. Ln dserele case PUK = X= % 5 --- n= Xa) = POX 2%) POL = 35) PUM) (hecovee X's ave sndependent ) = 29) fla 2) [8 ) £09) where Jere) afte) = PUX= %) La cond. Cuse PUK 22) XarBa yo he = /th20)- 8) -- fare) {4 ® 1s fonchion elve d/ ({ for tach 3%". > L00= fT f08) C##) avetiant peperly of MLE’ MLE's are savariant onder the transformations pocameler, Suppose that 6 ts a MLE f & ond Me hte) Is ferehan of & thea MLE of tb Pe A(@) xan ple. Zt XX 2% be a random sample of ty Xa expla) Find a)MLE& of X, £) MLE A = ECX)- HA! {aprAyeAe " x>0 a) ZA = TP Ae. Then Kyla\edn byl) oe fA i a -AK! 2 &M= ba [PAE Ja OE") | a =F lod Ax) aalad — DEK => 4- Em © 7 2 n-rZx=0 MLE Ad, Set - Lb 2x; x 4) He ER) =f 44 fhe saveerant propels a 4) MLE; dhe 9 od MLE of p, bo Ee f= (78) Zxample The atetel ies sold mn a olay ba Poison bv with parameder (pitan) , 4. A cettash car dealer sofd no car rn JO aes, at bast one car th each 4 He rtmaing 20 days of a month. Fibd the aaa Uhelthood estimate of #. oH xe (AW) = eu Xie OND yee a POKi20) = ety ze (poh, dev each +f 10 ays) Hin PUXIS1) -100/-E") p o0é" = oO =) -107108 "4208" = 0 => 30E"%-/0 cise or -hz-&n3 / = => ML, Eshmade of Hy = On = 109 CFF) Latevel Exkinahion Confidence Daher ved's For a forametec 0, with an esh'imador © welll obtern lower confidence. Lint, 9 (6) and Upper confr'dence. bint, og B), 20 that with Jak confidence uel , pre valve of Povamefer O- will be ro the /aperval C4@) » pF) ) . TAi's pakervek 1's called yo9 1/-k) Yo conf s dence thfervad CCL) f' preb. Like 0,90, 0,95 er 0,99, ede. Leye-sampe er for fl For lay. samples, 44 CLT we know Shot estimator 4 Uy samyee mean,X 7s app. non ally disbebeded. Then 7 seas ne std. normed . vn Zt folk confr'dence Level. Well obtain fo0Cl-“) 42 CL for y : ee Ae POR EEE Agee Lhe \ os PC -Be L id a ~ 2g 7 > where /— ib x Adph PR = 2 aaa we'll be ey opecabions i'n efeality und] we have the mide le (4 wh the mid (0) WE oy ete PC 8g KK MS 2g Baw a i PC-X 24 <-H4-K% ee, )onw EVA x. = 57 \ OOK + Bg Fe > US Fee ) ape =D /000/1-L) Yo CFI fo (K-Fe2e , Fp Ea) or KES Oy 4] 1s enkaown le std, cle, 5 compuled — | fom Sader, (7 Jotpe an dle MYfferen ce. bedueca <= and = can be neylecled, the cL for 4 | will be KAS Be | Tne | Queshon_ Suppose thet with neso observahone 95 Yo er (or Aids foved fo be C389, 412) . a) Ts sample mean, ® rn this saberval 4) Ls population mean Hy 1 this tnberved P Exrplaro- a) Sine Mbhrva/ 1's found using XtS2, in 2 samp. mean XK /'s alwag s to the sakerval, fooad Db i's midpoint of the CL. Cb b) Yes or Wo (er cannot- 4Y) We ae 9540 confy'dent Phad the trve meen of He papolahon sin dhe thdervel (3.89, 4,12) LY wt continve samplihg and obfuh 95 Jo CL from each samp of Samet ste (Nz 50) welll obtenn AMferen t CLS Checovee Kands wif Be Mifferen F each Sime, tun thouph we know a, KX willl chanpe \, then apprex!matelg ISS eh thece tnbervels willl shehude Prue mean ut. and OPP. se of Phen wlll nef pckude the. Jive valve af dhe meen Y. Nole that CI's are random, heceavoe Upper and flower baits eure frchons of sandanry Samp , bet meen of oo popelablon i's a heel, constant. In fhe digere above we assumed thof ped (82)

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