Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2024/ii/paper-2/5l/solution

Put . Apart from a factor independent of , the likelihood is
Thus the score function and Fisher information matrix are
The Newton method and Fisher scoring updates are respectively
Since , initialization at requires zero steps for either algorithm. Moreover,
so binomial-proportion Fisher scoring reaches the MLE in one step from every interior .

New to topics? Read the docs here!