Exercise 3.1 - MLE for the Beroulli/binomial model

Answers

We begin with (3.11), which is the likelihood function of a collection of the outcomes in a coin-toss experiment 𝒟 w.r.t. the parameter 𝜃 , the probability of heads:

p ( 𝒟 | 𝜃 ) = 𝜃 N 1 ( 1 𝜃 ) N 0 ,

where N 0 and N 1 are the number of tails/heads respectively.

To decompose the differential into term-independent forms, taking logarithm:

ln p ( 𝒟 | 𝜃 ) = N 1 ln 𝜃 + N 0 ln ( 1 𝜃 ) .

Setting its derivative to zero:

∂𝜃 ln p ( D | 𝜃 ) = N 1 𝜃 N 0 1 𝜃 = 0 ,

yields (3.22):

𝜃 = N 1 N 1 + N 0 = N 1 N ,

where N is the size of 𝒟 .

Of course one need not turn to the logarithmic field. Differentiating p ( 𝒟 | 𝜃 ) w.r.t. 𝜃 directly gives the same result. But taking a logarithm almost always simplifies the form and the deduction procedure.

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2021-03-24 13:42
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