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2004 Jul 10
1
Exact Maximum Likelihood Package
...f3 = 4*p*s^3*(1-s) + 4*(1-p)*t^3*(1-t); f4 = p*s^4 + (1-p)*t^4; The polynomial f_i represents the probability of seeing i successes. Suppose we repeat this experiment 1000 times, and u_i is the number of times we saw i successes. The likelihood of this event is f_0^u_0*f_1^u_1*f_2^u_2*f_3^u_3*f_4^u_4, and we seek to find those parameter values for s,t,p which maximize the likelihood. My Singular package has as input the 5 polynomials and a data vector u. For the particular example of u = (3,5,7,11,13). The output are the following four roots (p,s,t) and the corresponding Likelihoood value: (0...