Unformatted text preview: x i are ﬁxed, and ± i ∼ N(0 ,σ 2 ) indepen-dently. 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 / (1-p i )] = x i β , where x i are ﬁxed. Write down the log-likelihood function of β , and calculate the derivative of the log-likelihood function. 1...
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- Spring '11
- Bernoulli, Maximum likelihood, Likelihood function, λ, maximum likelihood estimate