MLE with a positive-mass tie and an all-zero likelihood column

On this page
  1. Goal and scope
  2. Givens and symbols
  3. Rules and sources
  4. Main derivation
  5. Substeps and lemmas
  6. Reverse audits
  7. Error controls and negative controls
  8. Result and limitations
  9. Verification and source binding

← Guide index · Original MKO

derivation-mko-finite-maximum-likelihood-estimator-01 · ocme-new142-reader-adoption-20261021

Goal and scope

Compute every argmax and a total estimator using a fixed tie rule.

A finite exact model; no unbiasedness, consistency or posterior inference.

Givens and symbols

  • work
  • G1 — Theta={0,1,2}, Omega={a,b,c,d,z}. Rows are(1/2,1/8,1/8,1/4,0),(1/8,1/2,1/8,1/4,0),(1/8,1/8,1/2,1/4,0). Fix tie priority2,0,1 independently of unknown theta.
  • A(x) — full argmax set
  • hat θ — tie-broken MLE

Rules and sources

  • mko_definition · cited — Every theta has a normalized finite law on the complete observation carrier. For an observed x construct every parameter likelihood and the full argmax set. A fixed deterministic parameter-independent tie order gives a total estimator on all observations. Ties and all-zero likelihoods need explicit witnesses. MLE maximizes likelihood, not posterior probability; uniqueness, unbiasedness, consistency and asymptotic optimality do not follow automatically. · mko-finite-maximum-likelihood-estimator
  • work · prerequisite — Likelihood is L(theta;x)=Ptheta(x); argmax contains all maximizing parameters; a fixed full parameter permutation breaks ties.

Main derivation

S01 · implies

Before

P_0,P_1,P_2

After

\sum_xP_j(x)=1/2+1/8+1/8+1/4=1\quad(j=0,1,2)

Conditions: none

Rule: work · Uses: G1, work

Leaf basis: work

All three rows are nonnegative laws on the five-point carrier including z.

S02 · implies

Before

x=a,\quad L(\theta;a)

After

(L(0;a),L(1;a),L(2;a))=(1/2,1/8,1/8),\quad A(a)=\{0\}

Conditions: none

Rule: work · Uses: G1, S01, work

Leaf basis: work

Compare all three parameter likelihoods; the unique maximum is at 0.

S03 · implies

Before

x=b

After

L(\theta;b)=(1/8,1/2,1/8),\quad A(b)=\{1\}

Conditions: none

Rule: work · Uses: G1, S02, work

Leaf basis: work

The second observation uniquely maximizes at 1.

S04 · implies

Before

x=c

After

L(\theta;c)=(1/8,1/8,1/2),\quad A(c)=\{2\}

Conditions: none

Rule: work · Uses: G1, S03, work

Leaf basis: work

Compare all three values for the third observation; the maximizer is 2.

S05 · implies

Before

x=d

After

L(\theta;d)=(1/4,1/4,1/4),\quad A(d)=\{0,1,2\}

Conditions: none

Rule: work · Uses: G1, S04, work

Leaf basis: work

d has positive mass in every law and supplies a genuine tie witness.

S06 · implies

Before

x=z

After

L(\theta;z)=(0,0,0),\quad A(z)=\{0,1,2\}

Conditions: none

Rule: work · Uses: G1, S05, work

Leaf basis: work

In the all-zero column every parameter attains maximum0, giving the full argmax set.

S07 · implies

Before

\widehat\theta(x)=\text{first element of }A(x)\text{ in }(2,0,1)

After

(\widehat\theta(a),\widehat\theta(b),\widehat\theta(c),\widehat\theta(d),\widehat\theta(z))=(0,1,2,2,2)

Conditions: none

Rule: work · Uses: G1, S06, work

Leaf basis: work

The fixed order selects2 for both ties and completes all samples.

S08 · implies

Before

\forall x\in\Omega:\ \widehat\theta(x)\in A(x)

After

\widehat\theta\text{ is a total finite MLE}

Conditions: none

Rule: work · Uses: G1, S07, work

Leaf basis: work

At every outcome the selected value belongs to its full argmax.

Substeps and lemmas

No substeps in this guide.

Reverse audits

  • S08 · premise_audit · G1, S07, work — Totality includes impossible sample z without asserting an observed-data probability there.
  • S07 · premise_audit · G1, S06, work — The tie order is precommitted and cannot inspect true theta.
  • S06 · premise_audit · G1, S05, work — Do not normalize0/0 into a posterior.
  • S05 · premise_audit · G1, S04, work — Do not assume a unique MLE.
  • S04 · premise_audit · G1, S03, work — The c case has been independently covered.
  • S03 · premise_audit · G1, S02, work — Do not reuse parameter0 from the a case.
  • S02 · premise_audit · G1, S01, work — Argmax is a parameter set, not the maximum value 1/2.
  • S01 · premise_audit · G1, work — A zero-mass sample still belongs to the estimator's total domain.

Error controls and negative controls

Full argmax

Compare all three parameters0,1,2 for every sample.

Two ties

Distinguish the positive-likelihood tie at d from the all-zero tie at z.

  • The all-zero column has no maximizer. → reject — All three parameters attain maximum0.
  • At d, the likelihood has the unique maximizing parameter 2. → reject — Argmax has three values;2 is selected only by the tie order.
  • Use true theta to prioritize ties. → reject — The estimator rule cannot depend on unknown theta.

Result and limitations

At d and z the argmax is Theta; the fixed order gives total table(0,1,2,2,2).

    Verification and source binding

    3 declared checks for this guide; only the listed expressions are covered.

    • source commit: b1b2f1dcf8c50d67a93fe52d95f8eef7b3abba9f
    • adopted source SHA-256: b70f7d0e33dd447f7ea1ecc0d95b7e12332b17dc0445dcd95ea962c56a1233e5
    • original source SHA-256: fc9738f97fb73ca2a370a55d0540a368591e138d436c52e5271233f12285e7d6
    • Lean: NOT_RUN · independent AI: SCOPED_LEAD_AND_BILINGUAL_CONTEXT_REVIEW

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