Let X1,X2,...,Xn be i.i.d. Geometric(θ), θ = 1,2,3,... random
variables.
a) Find the maximum likelihood estimator of θ.
b) In a certain hard video game, a player is confronted with a
series of AI opponents and has an θ probability of defeating each
one. Success with any opponent is independent of previous
encounters. Until first win, the player continues to AI contest
opponents. Let X denote the number of opponents contested until the
player’s first win. Suppose that data of 10 players was collected:
7,4,3,1,12,10,2,1,4,6
What is the MLE of the probability that a player contests five or
more AI opponents in a game until the first win?
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