Econometria1-Transp-tema5-2
Econometria1-Transp-tema5-2
Econometria1-Transp-tema5-2
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ó<br />
1 ⎛ −1<br />
⎞<br />
+ − MLE MLE<br />
pˆ ⎜<br />
1−<br />
pˆ<br />
⎟<br />
⎝ ⎠<br />
(<br />
n<br />
) (<br />
n<br />
Y )<br />
1 i n Y<br />
i= i=<br />
1 i<br />
∑ ∑ = 0<br />
1 1<br />
pˆ 1−<br />
pˆ<br />
( ∑<br />
n<br />
) (<br />
n<br />
Y )<br />
i 1 i = n−∑ Y<br />
= i=<br />
1 i<br />
MLE MLE<br />
ó (dividiendo por n y reordenando términos),<br />
ó<br />
Y pˆ<br />
=<br />
1−Y 1−<br />
pˆ<br />
MLE<br />
MLE<br />
ˆ MLE<br />
p = Y = proporción de 1’s<br />
9-33
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