pose that Y1,Y2 are independent identically distributed (iid) random variables form a random sample from a probability distribution given by f(y)=θe^(−θy), y≥0 Suppose we observed a sample of size two (n=2): 0.04304550, 0.50263474. Read the data int
pose that Y1,Y2 are independent identically distributed (iid) random variables form a random sample from a probability distribution given by f(y)=θe^(−θy), y≥0 Suppose we observed a sample of size two (n=2): 0.04304550, 0.50263474. Read the data int
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.
Chapter1: Functions
Section1.2: The Least Square Line
Problem 1E
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Suppose that Y1,Y2 are independent identically distributed (iid) random variables form a random sample from a probability distribution given by
f(y)=θe^(−θy), y≥0
Suppose we observed a sample of size two (n=2): 0.04304550, 0.50263474.
- Read the data into R.
- Create a
function in R to compute the log‐likelihood. - Plot the likelihood function on a fine grid of θ values in R.
- Estimate the MLE of θ using Bisection, Secant, and Newton-Raphson methods in R.
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