Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2004/iii/paper-40/6/i/solution
Past exam of the mathematics course of the University of Cambridge 2004 iii Paper 40 6 i Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-14
The parameter range is . Omitting data-only constants from the multinomial distribution likelihood, its log isFor an interior maximizer, the likelihood score must vanish:Multiply by and collect powers to obtainThe likelihood is concave: its second derivative in the interior isTherefore an admissible interior root is the unique maximum. Endpoints must also be handled if some counts vanish. If and , both endpoints have zero likelihood and the root is interior. If the maximum is at zero then , and zero also satisfies the displayed polynomial; a maximum at one requires , and one likewise satisfies it. Multiplying the score can introduce other endpoint roots, so not every polynomial root is an MLE: evaluate the actual likelihood on the feasible candidates.
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