Log likelihood and Maximum likelihood

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SUMMARY

The discussion focuses on deriving the log-likelihood function for a binomial distribution with four independent trials. The likelihood function is established as \(L = p^{2}(1-p)^{2}\), leading to the log-likelihood function \(l = 2\ln p + 2\ln (1-p)\). The sample mean \(\bar{x}\) is identified as \(1/2\), which simplifies the log-likelihood to \(l = 4\bar{x}\ln p +(4-4\bar{x})\ln (1-p)\). The next step involves taking the derivative of the log-likelihood with respect to \(p\) to find the maximum likelihood estimate.

PREREQUISITES
  • Understanding of binomial distribution and its mass function
  • Familiarity with logarithmic functions and their properties
  • Knowledge of derivatives and optimization techniques
  • Basic statistics, particularly concepts of likelihood and maximum likelihood estimation
NEXT STEPS
  • Study the derivation of the likelihood function for various distributions
  • Learn about maximum likelihood estimation (MLE) techniques in statistical modeling
  • Explore the application of log-likelihood in hypothesis testing
  • Investigate the use of software tools like R or Python for statistical analysis and MLE
USEFUL FOR

Statisticians, data scientists, and researchers involved in statistical modeling and estimation, particularly those working with binomial distributions and likelihood functions.

cajswn
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Screenshot 2020-11-08 at 21.03.30.png

I'm not sure how to get this first derivative (mainly where does the 4 come from?)
I know x̄ is the sample mean (which I think is 1/2?)
Can someone suggest where to start with finding the log-likelihood?

I know the mass function of a binomial distribution is:
Screenshot 2020-11-08 at 21.05.01.png


Thanks!
 
Last edited:
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Hi cajswn,

To determine the likelihood function we need to create the joint probability distribution. Since the 4 individual trials of the binomial process are independent, we simply multiply the 4 individual probability density functions to get the needed joint probability distribution: $$L = p^{2}(1-p)^{2}.$$ Now take the logarithm to get the log-likelihood function: $$l = 2\ln p + 2\ln (1-p).$$ Since $\bar{x} = 1/2$ we have $2=4\bar{x}$ and $2 = 4-4\bar{x}$. Using these two identities we get: $$l = 4\bar{x}\ln p +(4-4\bar{x})\ln (1-p).$$ From here, take the derivative of $l$ with respect to $p$ to get the result you're looking for.
 

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