Suppose that (Y_{1}, ldots, Y_{n}) are independent and identically distributed with density [ frac{1}{2 pi}(1+psi cos y)

Question:

Suppose that $Y_{1}, \ldots, Y_{n}$ are independent and identically distributed with density

\[
\frac{1}{2 \pi}(1+\psi \cos y)
\]

on the interval \(-\pi
Show that the log likelihood is concave. What does this imply about maximumlikelihood estimation?

Fantastic news! We've Found the answer you've been seeking!