Homework Problem 15, Due Monday March 8. --------------------------------------- Consider the "dataset" consisting of n_1 = 100 obs with XV = 1 resulting in m_1 = 19 "successes" n_2 = 50 obs with XV = 2 resulting in m_2 = 13 "successes" n_3 = 120 obs with XV = 3 resulting in m_3 = 30 "successes" n_4 = 80 obs with XV = 4 resulting in m_4 = 24 "successes" Maximize the likelihood for these data under the model that the trials with XV = k are iid with success probability p_k = 0.1*log(1+b*k), k=1,...,4, where b is an unknown positive parameter. Verify as clearly as possible that the maximum likelihood estimator you find is the global maximum, using either purely numerical techniques OR the hint that the data were actually simulated from the indicated model with some "true" b. HINTS: (1) You can solve for b in terms of any ONE of the probabilities, say p_k , by b = (exp(10*p_k)-1)/k . Thus a reasonable starting value for the likelihood maximization (using k=3) would be (exp(10*m_3/n_3)-1)/k = 3.7275 (2) Also as mentioned in class: in terms of the true value b_0 the quantities (m_k-n_k p_k(b_0))^2/(n_k p_k(b_0) (1-p_k(b_0))) behave approximately as independent chi-square variables.