机器学习题库讲课教案.docxVIP

机器学习题库 极大似然 1、 ML estimation of exponential model (10) A Gaussian distribution is often used to model data on the real line, but is sometimes in appropriate whe n the data are ofte n close to zero but con stra ined to be nonn egative. In such cases one can fit an exponential distribution, whose probability density function is given by 1 X p x e T b Given N observations x i drawn from such a distribution: Write down the likelihood as a function of the scale parameter b. Write dow n the derivative of the log likelihood. Give a simple expression for the ML estimate for b. ￡(x：m = TT-^^ 二化円 tAb I