Consider independent observations (ri, y₁), ... (rns yn), from the model Y,~ Bin(r,, p) for i = 1, ... , n, where the r, are fixed constants. Using likelihood L(p) and log-likelihood I(p) as appropriate, compute the following items. 1. Derive the maximum likelihood estimate p. 2. Write the second derivative of log-likelihood /(p). 3. Give an expression of the approximated asymptotic standard error of p by plugging in the estimate p. To -1(p) and then s. e. (p) = √v¹. p=p 4. Consider data (15,11), (20,14), (15,9), (10,7), (25,17), (15,12), (10,8). Using your formulæ, compute and write numerical estimates p, s. e. (p) and give a 95% confidence interval for p using the normal approximation. this end, estimate the Fisher Information Matrix by = == Note: To answer this question you will work by hand. Do not write in the textbox but upload a single page pdf image of your workings and results. For theoretical computations (a) to (c) you are expected to show your equations and developments in detail, simplifying as much as possible; for the numerical calculations in (d) you can use R but only write the requested results.

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter9: Multivariable Calculus
Section9.1: Functions Of Several Variables
Problem 34E: The following table provides values of the function f(x,y). However, because of potential; errors in...
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Consider independent observations (rı, y1), ... (rns yn), from the model Y, Bin(ri, p) for i = 1, ... , n,
where the r, are fixed constants. Using likelihood L(p) and log-likelihood I(p) as appropriate, compute the
following items.
N
1. Derive the maximum likelihood estimate p.
2. Write the second derivative of log-likelihood /(p).
==
3. Give an expression of the approximated asymptotic standard error of p by plugging in the estimate p. To
this end, estimate the Fisher Information Matrix by :
and then s. e.
ap²
4. Consider data (15,11), (20,14), (15,9), (10,7), (25,17), (15,12), (10,8). Using your formulæ, compute and write
numerical estimates p, s. e. (p) and give a 95% confidence interval for p using the normal approximation.
e. (p) = √v¹¹
p=p
Note: To answer this question you will work by hand. Do not write in the textbox but upload a single page pdf
image of your workings and results. For theoretical computations (a) to (c) you are expected to show your
equations and developments in detail, simplifying as much as possible; for the numerical calculations in (d) you
can use R but only write the requested results.
Transcribed Image Text:Consider independent observations (rı, y1), ... (rns yn), from the model Y, Bin(ri, p) for i = 1, ... , n, where the r, are fixed constants. Using likelihood L(p) and log-likelihood I(p) as appropriate, compute the following items. N 1. Derive the maximum likelihood estimate p. 2. Write the second derivative of log-likelihood /(p). == 3. Give an expression of the approximated asymptotic standard error of p by plugging in the estimate p. To this end, estimate the Fisher Information Matrix by : and then s. e. ap² 4. Consider data (15,11), (20,14), (15,9), (10,7), (25,17), (15,12), (10,8). Using your formulæ, compute and write numerical estimates p, s. e. (p) and give a 95% confidence interval for p using the normal approximation. e. (p) = √v¹¹ p=p Note: To answer this question you will work by hand. Do not write in the textbox but upload a single page pdf image of your workings and results. For theoretical computations (a) to (c) you are expected to show your equations and developments in detail, simplifying as much as possible; for the numerical calculations in (d) you can use R but only write the requested results.
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ISBN:
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