Maximum spacing estimation: Difference between revisions

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m Example 1: changes per WP:ORDINAL, replaced: <sup>st</sup> → st using AWB (10080)
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The process continues by finding the ''λ'' that maximizes the geometric mean of the “difference” column. Using the convention that ignores taking the (''n''+1)<sup>st</sup> root, this turns into the maximization of the following product: (1 − e<sup>−2''λ''</sup>) · (e<sup>−2''λ''</sup> − e<sup>−4''λ''</sup>) · (e<sup>−4''λ''</sup>). Letting ''μ'' = e<sup>−2''λ''</sup>, the problem becomes finding the maximum of ''μ''<sup>5</sup>−2''μ''<sup>4</sup>+''μ''<sup>3</sup>. Differentiating, the ''μ'' has to satisfy 5''μ''<sup>4</sup>−8''μ''<sup>3</sup>+3''μ''<sup>2</sup> = 0. This equation has roots 0, 0.6, and 1. As ''μ'' is actually e<sup>−2''λ''</sup>, it has to be greater than zero but less than one. Therefore, the only acceptable solution is
: <math>
\mu=0.6 \quad \Rightarrow \quad \lambda_{\text{MSE}} = \frac{\ln 0.6}{-2} \approx 0.255,