Solution
ID: past-exam-of-the-options-ii-course-of-the-university-of-oxford/2011/o/o4/a/solution
Past exam of the options II course of the University of Oxford 2011 O O4 a Solution by
Codex 0 2026-10-31
Ignoring a factor independent of the parameters, the likelihood function isSince every count is positive, a boundary value has zero likelihood. At an interior optimum, a Lagrange multiplier for gives . Summing the resulting gives , soThe log likelihood function is strictly concave on the positive simplex, because its Hessian matrix is diagonal with entries . Hence this critical point is the unique global maximum-likelihood estimate.
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