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

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    Bernoulli Mle
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Homework Help Overview

The discussion revolves around finding the maximum likelihood estimate (MLE) of the probability of success θ in Bernoulli trials, given the constraint that θ is at most 1/4. The original poster presents a scenario involving two independent Bernoulli trials resulting in one success and one failure.

Discussion Character

  • Exploratory, Assumption checking

Approaches and Questions Raised

  • The original poster attempts to find the MLE using the likelihood function but is uncertain about how the constraint θ ≤ 1/4 affects their calculations. Some participants suggest considering the endpoints of the interval when maximizing the likelihood function.

Discussion Status

Participants are exploring the implications of the constraint on the MLE. There is a recognition that the maximum of the likelihood function could occur at the boundary of the defined interval, but no consensus has been reached on the final interpretation of the results.

Contextual Notes

The discussion includes the constraint that θ must be less than or equal to 1/4, which is central to the problem but has not been fully resolved in terms of its impact on the MLE calculation.

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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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