Troubleshooting Newton-Raphson Iteration for Log-Likelihood Problem

  • Thread starter Kinetica
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In summary, the conversation is about a log-likelihood problem and its Newton-Raphson Iteration. The person has attached their step-by-step solution, but is struggling with getting a different final number compared to their professor's. They ask for help in detecting any mistakes in their formula derivation and clarify that the t index variable is different from \tau and they are unsure about the term \sum_{t=1}^n \log x!. They also mention taking a derivative and treating x as a number.
  • #1
Kinetica
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Homework Statement



Hi guys!
I have solved a log-likelihood problem and its Newton-Raphson Iteration. My step-by-step solution is attached.

The only problem I have is when I plug in numbers, the final number for the first order Newton-Raphson is different from my professor's.

I guess you don't need any numbers. If you can can detect a mistake in my formula derivation, I will really appreciate it.
 

Attachments

  • Newton-Raphson.png
    Newton-Raphson.png
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  • #2
Just to clarify, the t index variable of the summations is distinct from [itex]\tau[/itex], right? What depends on t? What happened to the term

[tex]\sum_{t=1}^n \log x![/tex]

?
 
  • #3
Yep! It's different.
I am taking derivative with respect to that t-look-alike.
So I guess you treat x as a number.
But I cannot guarantee it.
Correct me if I am wrong please.

vela said:
Just to clarify, the t index variable of the summations is distinct from [itex]\tau[/itex], right? What depends on t? What happened to the term

[tex]\sum_{t=1}^n \log x![/tex]

?
 

1. What is Newton-Raphson Iteration?

Newton-Raphson Iteration is a numerical method used to find the roots of a given equation. It is also known as the Newton's method and is based on the idea of approximating the roots of a function by using the tangent line at a specific point.

2. How does Newton-Raphson Iteration work?

The Newton-Raphson Iteration starts with an initial guess for the root of the given equation. It then uses the derivative of the function at that point to find the slope of the tangent line. The point where this tangent line intersects the x-axis is considered as a better approximation for the root. This process is repeated until a desired level of accuracy is achieved.

3. What are the advantages of using Newton-Raphson Iteration?

One of the main advantages of using Newton-Raphson Iteration is that it typically converges to the root much faster than other numerical methods. It also works well for a wide range of functions and can be easily implemented in computer programs.

4. Are there any limitations of Newton-Raphson Iteration?

Yes, there are some limitations of Newton-Raphson Iteration. It may fail to converge if the initial guess is too far from the actual root or if the function has multiple roots. It also requires the function to be differentiable at the root.

5. How is Newton-Raphson Iteration used in real life?

Newton-Raphson Iteration has many real-life applications, such as finding the roots of complex equations in engineering and physics, optimization problems in economics and finance, and image processing in computer science. It is also commonly used in machine learning algorithms for parameter estimation.

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