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You are given n observations X1, X2, . . . , Xn that are i.i.d. and .pdf

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You are given n observations X1, X2, . . . , Xn that are i.i.d. and follow a geometric distribution with an unknown parameter which represents the probability of a single success (e.g., a coin landing on heads). (a) Find the maximum likelihood estimator (M LE ) of ? (b) Is the estimator unbiased? Explain.(Hint: A special case of Jensens inequality, E[1/X] 1/E[X]).

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You are given n observations X1, X2, . . . , Xn that are i.i.d. and follow a geometric distribution with an unknown parameter which represents the probability of a single success (e.g., a coin landing on heads). (a) Find the maximum likelihood estimator (M LE ) of ? (b) Is the estimator unbiased? Explain.(Hint: A special case of Jensens inequality, E[1/X] 1/E[X])

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