My Math Forum Likelihood function

 May 10th, 2017, 11:19 AM #1 Senior Member   Joined: Feb 2015 From: london Posts: 121 Thanks: 0 Likelihood function Group A - women with no children Group B - women with children, where number of children is distributed with poisson with mean u Probabilities of being in group A and B P(A) = p P(B) = 1-p $\displaystyle \phi =(p,u)$ $\displaystyle L(\phi;y) = [p + (1-p)e^{-u}]^{y_0} [\frac{(1-p)e^{-u} u^1}{1!}]^{y_1} [\frac{(1-p)e^{-u} u^2}{2!}]^{y_2} ...$ where $\displaystyle y_k$ denotes the number of women with k children Please can someone explain how this likelihood function is constructed. In the notes it says we can think of this problem as a mixture of a Bionomial and a poisson distribution. The thing that is really confusing me, is why is each section to the power of $\displaystyle y_k$
 May 11th, 2017, 12:37 PM #2 Senior Member     Joined: Sep 2015 From: Southern California, USA Posts: 1,403 Thanks: 713 I assume you got as far as $p_k = P[\text{a woman has k children}] = \begin{cases} p + e^{-u} &k=0 \\ (1-p)\dfrac{u^k e^{-u}}{k!} &0 < k \end{cases}$ We sample a bunch of independently selected women and note the number of children they have. The joint probability of the number of children of all these women is just the product of all their individual distributions above. Now you coalesce these observations into a count of how many women have $k$ children. To try and save me some typing imagine that we have a product of different $k$s $p = k_1 k_0 k_1 k_2 k_3 k_0 k_1 k_4 k_3 \dots$ we can rewrite this product as $p = (k_0 k_0)(k_1 k_1 k_1)(k_2)(k_3 k_3)(k_4) \dots$ $p = \prod \limits_{j=0}^\infty k_j^{\text{# of women w/k children}}= \prod \limits_{j=0}^\infty k_j^{y_k}$ Now just replace $k_j$ with $p_k$ above $p = (p + e^{-u})^{y_0} + \prod \limits_{k=1}^\infty ~\left((1-p)\dfrac{u^k e^{-u}}{k!}\right)^{y_k}$ and this is the formula you're given.
 May 12th, 2017, 10:05 AM #3 Senior Member   Joined: Feb 2015 From: london Posts: 121 Thanks: 0 Thanks romsek, that is a very clear explanation.

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