MATH235

MATH235 Week 9  - Moodle Quiz-assessed problems

A random sample is drawn from a parametric distribution with parameter θ>0 and resulted in a likelihood function L(θ), which is suitably smooth. The plots of the likelihood function, the log likelihood function, (θ), and its first two derivatives, are displayed below. The plots all have θ on the horizontal axis, but the labels on the diagrams are missing and the plots are in a jumbled order.

Unnumbered Figure: Link

Q9.1 

Panel (a) corresponds to

  1. (a)

    The likelihood function L(θ)

  2. (b)

    The log-likelihood function l(θ)

  3. (c)

    The first derivative of the log-likelihood, l(θ)

  4. (d)

    The second derivative of the log-likelihood, l′′(θ)

[marks: 2]

Q9.2 

Panel (b) corresponds to

  1. (a)

    The likelihood function L(θ)

  2. (b)

    The log-likelihood function l(θ)

  3. (c)

    The first derivative of the log-likelihood, l(θ)

  4. (d)

    The second derivative of the log-likelihood, l′′(θ)

[marks: 2]

Q9.3 

Panel (c) corresponds to

  1. (a)

    The likelihood function L(θ)

  2. (b)

    The log-likelihood function l(θ)

  3. (c)

    The first derivative of the log-likelihood, l(θ)

  4. (d)

    The second derivative of the log-likelihood, l′′(θ)

[marks: 2]

Q9.4 

Panel (d) corresponds to

  1. (a)

    The likelihood function L(θ)

  2. (b)

    The log-likelihood function l(θ)

  3. (c)

    The first derivative of the log-likelihood, l(θ)

  4. (d)

    The second derivative of the log-likelihood, l′′(θ)

[marks: 2]

Q9.5 

MLE
The maximum likelihood estimate of θ is

  1. (a)

    -5.65

  2. (b)

    0.41

  3. (c)

    -25

  4. (d)

    3.6×10-3

[marks: 2]