[Solution] Consider a geometric distribution with probability mass function where x can attain values 0; 1; 2 : : : and with parameter, p, where. Assume in

Question: Consider a geometric distribution with probability mass function

where x can attain values 0; 1; 2 : : : and with parameter, p, where.

Assume in the following that you have n independent and identically distributed observations from a geometric distribution with parameter p0.

Derive the maximum likelihood estimator for the geometric distribution.

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[Solution] Consider a geometric distribution with probability mass function where x can attain values 0; 1; 2 : : : and with parameter, p, where. Assume in

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