5. (6 points) Suppose X1, X2, ..., Xn are independent and identically distributed random variables that have geometric d
Posted: Wed Dec 08, 2021 5:07 am
5. (6 points) Suppose X1, X2, ..., Xn are independent and identically distributed random variables that have geometric distributions, on positive integers. The probability mass function is defined as: P(X) = P(1 – p)X-1 a) Compute the mean of the distribution using the moment generating function [Hint: Ex=o ak = -a, if lal < 1] b) Using maximum likelihood estimation, estimate the value of p, based on X1, X2,..., Xn.