Solution

ID: past-exam-of-the-options-i-course-of-the-university-of-oxford/2006/o/o2/solution

Assume each sampled response is truthful, card selection is independent of the student's status, and responses follow the usual independent sampling model. In randomized response, a yes answer occurs either for a user receiving the first question or for a nonuser receiving the complementary question. Its probability is
Consequently , and the likelihood is
For , first maximize the binomial likelihood in the unrestricted probability : its maximum occurs at . Inverting the affine relation gives
For an interior value , the same result follows from the score
The endpoint cases follow by monotonicity. This estimator has expected value and variance
These identities follow immediately from and .
The printed claim needs a parameter-space qualification. The admissible yes probabilities lie in , which may exclude . The constrained maximum-likelihood estimator is
The displayed untrimmed estimator is the maximum-likelihood estimator only when it already lies in . Its unbiased estimator property does not carry over to the clipped estimator in general. For example, if , and , the clipped estimate equals 1 exactly when the answer is yes, so its expectation is , not zero. At , for every : the parameter is unidentifiable and the printed quotient is undefined. Thus the unbiased formula requires , and the constrained likelihood assertion requires the stated clipping.

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