Unformatted text preview: ) ( 2 1 ) ( 2 1 2 1 ) ( π (The product should be calculated over all observations). Write a program that: a) Brackets the maximum of the log-likelihood function. b) Using the golden-section optimization strategy, finds the MLE for ∆ . c) Using an optimization strategy based on parabolic interpolation, finds the MLE of ∆ . d) How many function evaluations did you need for steps a), b) and c) above?...
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- Fall '10
- probability density function, Maximum likelihood, Likelihood function, optimization strategy, golden-section optimization strategy