Timeline for How to find maximum likelihood estimates of an integer parameter?
Current License: CC BY-SA 4.0
23 events
| when toggle format | what | by | license | comment | |
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| Nov 24, 2019 at 13:44 | history | edited | StubbornAtom | CC BY-SA 4.0 |
deleted 47 characters in body; edited tags; edited title
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| Jun 15, 2019 at 12:51 | vote | accept | Nadav Talmon | ||
| Jun 15, 2019 at 12:51 | vote | accept | Nadav Talmon | ||
| Jun 15, 2019 at 12:51 | |||||
| Jun 14, 2019 at 11:37 | answer | added | Ben | timeline score: 5 | |
| Jun 14, 2019 at 10:18 | history | edited | Nadav Talmon | CC BY-SA 4.0 |
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| Jun 14, 2019 at 10:12 | history | edited | Nadav Talmon | CC BY-SA 4.0 |
added 43 characters in body
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| Jun 14, 2019 at 6:00 | history | tweeted | twitter.com/StackStats/status/1139412330180038656 | ||
| Jun 14, 2019 at 4:35 | vote | accept | Nadav Talmon | ||
| Jun 15, 2019 at 12:51 | |||||
| Jun 13, 2019 at 16:36 | history | edited | whuber♦ | CC BY-SA 4.0 |
edited title
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| Jun 13, 2019 at 16:20 | answer | added | whuber♦ | timeline score: 11 | |
| Jun 13, 2019 at 15:10 | comment | added | Nadav Talmon | @whuber I added it in my question | |
| Jun 13, 2019 at 15:09 | history | edited | Nadav Talmon | CC BY-SA 4.0 |
added 87 characters in body
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| Jun 13, 2019 at 14:52 | comment | added | whuber♦ | Because $N$ is integral, you can't (directly) use Calculus to find the minimum. If this is your obstacle, then please present your work in your question so we can focus on where you actually need help. | |
| Jun 13, 2019 at 14:45 | comment | added | Nadav Talmon | @whuber I tried applying as if it were the mean or the variance. taking the density function -> take the log of that function -> differentiate with respect to N. my problem is that i'm left with only constants, hence no ML estimate, i'm struggling with that result as you imply. | |
| Jun 13, 2019 at 14:43 | comment | added | whuber♦ | Since you mentioned you have learned about Maximum Likelihood, then surely you have written an expression for the likelihood of $N:$ what did you obtain? What has prevented you from applying ML to this expression to find an estimate of $N$? | |
| Jun 13, 2019 at 14:40 | comment | added | Nadav Talmon | $aE(x)$ and $aVar(x)$ | |
| Jun 13, 2019 at 14:34 | comment | added | BruceET | In general, given $E(X)$ and $Var(X),$ what are $E(aX)$ and $Var(aX)\,?$ | |
| Jun 13, 2019 at 14:25 | answer | added | BruceET | timeline score: 1 | |
| Jun 13, 2019 at 14:24 | comment | added | Nadav Talmon | Wouldn't the $Var(N_{estimated})$ will be the $Var(y)/\mu$? Same logic for the mean | |
| Jun 13, 2019 at 14:07 | comment | added | BruceET | If $X_i$ are normal, then $Y = \sum_I Xi$ and $\hat N = Y/\mu$ are normal. What are mean and variance of $\hat N\,?$ That should finish the problem. // In practice, I suppose it makes sense to round $\hat N$ to an integer. That could make a slight difference in mean and variance. You could find out how much difference by simulation. | |
| Jun 13, 2019 at 11:37 | comment | added | Nadav Talmon | It doesn't say. I suppose it will also be distributed as Gaussian variable since it's a sum of Gaussian variables | |
| Jun 12, 2019 at 14:32 | comment | added | BruceET | What is the distribution of $Y = \sum_i X_i\,?$ | |
| Jun 12, 2019 at 11:55 | history | asked | Nadav Talmon | CC BY-SA 4.0 |