How Does the Constraint θ ≤ 1/4 Affect the MLE in Bernoulli Trials?

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SUMMARY

The discussion focuses on finding the Maximum Likelihood Estimator (MLE) for the probability of success θ in Bernoulli trials, given the constraint that θ ≤ 1/4. The likelihood function is defined as L(θ) = θ(1-θ), and the critical point occurs at θ = 1/2. However, due to the constraint, the maximum likelihood must be evaluated at the endpoint of the interval, which is θ = 1/4. Therefore, the MLE under the given constraint is θ = 1/4.

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Homework Statement


Two independent bernoulli trials resulted in one failure and one success. What is the MLE of the probability of success θ is it is know that θ is at most 1/4


Homework Equations


f(x,θ) = θx (1-θ)1-x


The Attempt at a Solution


Now, I know how to find the likelihood and use it to solve for the MLE. But I am not sure how the "θ is at most 1/4" would factor into the equation.

For a Bernoulli trial: f(x,θ) = θx (1-θ)1-x
L(θ) = θ(1-θ)
L'(θ) = 1-2θ ----> equate to zero
θ(hat) = 1/2 (which is the MLE)

But what do I do about the fact that "θ is at most 1/4"? Please help
 
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You're trying to maximize L(θ) on the interval [0,1/4]. Recall a basic calculus fact that the maximum of a function on a closed interval is either a critical point (where the derivative is zero) or an end point
 
Thank you.
In this case, since the function is simply: θ(hat) = 1/2 (a constant)
The maximum will lie at 1/4
Correct?
 
The critical point is at 1/2. But the function you want to maximize is L(θ) = θ(1-θ)
 

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