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Department
Statistics
Course
STAT 231
Professor
Matthias Schonlau
Semester
Fall

Description
Question 1: Likelihood function X= # of trials before the first success in a Bernoulli experiment. It is easy to see that P(X =1) = π P(X = 2) = (1−π)π 2 P(X = 3) = (1−π) π and so on. In general, the distribution function is given by € f (n) = P(X = n) =(1−π) n =1,2,..... € a) The likelihood function is given by n L(π) = ∏ f (xi;θ) i=1 n xi−1 = ∏ (1−π) π € i=1 ∑(x −1) = π (1−π) i=1 €
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