5. (6 points) Suppose X1, X2, ..., X, are independent and identically distributed random variables that have geometric d
Posted: Wed Dec 08, 2021 5:08 am
5. (6 points) Suppose X1, X2, ..., X, 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=0 ak = a.if lal < 1] b) Using maximum likelihood estimation, estimate the value of p, based on X1, X3..., X.