Unformatted text preview: x i are ﬁxed, and ± i ∼ N(0 ,σ 2 ) independently. Find the maximum likelihood estimate of ( β,σ 2 ). Problem 5: Suppose y i ∼ Bernoulli( p i ) independently, for i = 1 ,...,n , and log[ p i / (1p i )] = x i β , where x i are ﬁxed. Write down the loglikelihood function of β , and calculate the derivative of the loglikelihood function. 1...
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 Spring '11
 Wu
 Bernoulli, Maximum likelihood, Likelihood function, λ, maximum likelihood estimate

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