Question: 2.60 ( ) www Consider a histogram-like density model in which the space x is divided into fixed regions for which the density p(x) takes
2.60 ( ) www Consider a histogram-like density model in which the space x is divided into fixed regions for which the density p(x) takes the constant value hi over the ith region, and that the volume of region i is denoted Δi. Suppose we have a set of N observations of x such that ni of these observations fall in region i. Using a Lagrange multiplier to enforce the normalization constraint on the density, derive an expression for the maximum likelihood estimator for the {hi}.
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