题目
3.设总体X的概率函数为P(X=k)=p^k(1-p)^1-k,k=0,1,其中p(0<1)为未知参数.如果取得样本观测值为x_(1),x_(2),...,x_(n),则p的极大似然估计值为____.(手机答题时,overline(x)请用x^表示,分数格式为/)
3.设总体X的概率函数为$P(X=k)=p^{k}(1-p)^{1-k},k=0,1,$
其中p(0
<1)为未知参数.如果取得样本观测值为$x_{1},x_{2},\cdots,x_{n},$则p的极大似然估计值为____. (手机答题时,$\overline{x}$请用x^表示,分数格式为/)
题目解答
答案
似然函数为:
\[ L(p) = \prod_{i=1}^n p^{x_i} (1-p)^{1-x_i} = p^{\sum x_i} (1-p)^{n-\sum x_i}. \]
取对数得:
\[ \ell(p) = \left( \sum_{i=1}^n x_i \right) \ln p + \left( n - \sum_{i=1}^n x_i \right) \ln (1-p). \]
求导并令其为零:
\[ \frac{d \ell(p)}{d p} = \frac{\sum x_i}{p} - \frac{n - \sum x_i}{1-p} = 0. \]
解得:
\[ p = \frac{\sum_{i=1}^n x_i}{n} = \overline{x}. \]
**答案:**
\[
\boxed{\frac{\sum_{i=1}^n x_i}{n}}
\]
或
\[
\boxed{\overline{x}}
\]