Skip to main content

[Community Question] Statistics: Can a summation be transferred into the denominator?

One of our user asked:

I include a bit of an introduction, even though my main question is more mathematical. I was tasked with finding the Maximum Likelihood Estimate for $\theta$ in $$\mathrm P(X>x) = \left(\frac ax \right)^\theta $$ where $X$ is a variable, and $x$ represents a value that variable can take on. The Probability Density Function is $\newcommand\diff[2]{\frac{\mathrm d#1}{\mathrm d#2}}\diff Fx=\frac{-\theta a^\theta}{x^{\theta + 1}}$, where $F = \mathrm P(X>x)$. I maximise the loglikelihood function $l = \ln(-\theta) + \theta \ln a - (\theta + 1)\ln x\ $ to get $\hat\theta(x_i) = \frac 1{\ln x_i - \ln a}$, where the $\hat.$ indicates that $\hat\theta$ is an estimate of $\theta$, based on the data sample. Now, the answer is supposed to be $$\hat\theta = \frac 1{\overline {\ln x} - \ln a}$$ where $\overline {\phantom{x}}$ indicates the average: $\overline{\ln x} = \frac 1n \sum_i \ln x_i$. I am stumped as to how to get this answer directly from $\hat\theta(x_i)$.

Does $$\frac 1n \sum_i \frac 1{\ln x_i - \ln a} = \frac 1{\overline {\ln x} - \ln a}\qquad ?$$

I think $\frac 1n \sum_i \widehat{\frac 1{\theta(x_i)}} = \frac 1n\sum_i (\ln x_i - \ln a) =\overline{\ln x} - \ln a = \widehat {\frac 1\theta} \implies \hat\theta = \frac 1{\overline{\ln x} - \ln a}$, but is this the only way to show the above?


Comments

Popular posts from this blog

[Community Question] Linear-algebra: non-negative matrix satisfying two conditions

One of our user asked: A real matrix $B$ is called non-negative if every entry is non-negative. We will denote this by $B\ge 0$ . I want to find a non-negative matrix $B$ satisfying the following two conditions: (1) $(I-B)^{-1}$ exists but not non-negative. Here $I$ is the identity matrix. (2) There is a non-zero and non-negative vector $\vec{d}$ such that $(I-B)^{-1}\vec{d}\ge 0$ . I tried all the $2\times 2$ matrices, but it did not work. I conjecture that such a $B$ does not exist, but don't know how to prove it.

Order of elements of the Prüfer groups $\mathbb{Z}(p^{\infty})$

Let $\mathbb{Z}(p^{\infty})$ be defined by $\mathbb{Z}(p^{\infty}) = \{ \overline{a/b} \in \mathbb{Q}/ \mathbb{Z} / a,b \in \mathbb{Z}, b=p^i$ $ with$ $ i \in \mathbb{N} \}$ , I wish show that any element in $\mathbb{Z}(p^{\infty})$ has order $p^n$ with $n \in \mathbb{N}$ . i try several ways but I have not been successful, some help ?? thank you