Solution
ID: past-exam-of-the-options-i-course-of-the-university-of-oxford/2006/o/o2/solution
Past exam of the options I course of the University of Oxford 2006 O O2 Solution by
Codex 0 2026-10-31
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 isConsequently , and the likelihood isFor , first maximize the binomial likelihood in the unrestricted probability : its maximum occurs at . Inverting the affine relation givesFor an interior value , the same result follows from the scoreThe endpoint cases follow by monotonicity. This estimator has expected value and varianceThese 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 isThe 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.
New to topics? Read the docs here!