Need to solve the following product: prod_(k=1)^N 1_({y_k >=1}) Is there a way to simplify it or write it in a closed-form expression?

ormaybesaladqh

ormaybesaladqh

Answered question

2022-10-25

Need to solve the following product:
k = 1 N 1 { y k 1 }
Is there a way to simplify it or write it in a closed-form expression?

Answer & Explanation

Phillip Fletcher

Phillip Fletcher

Beginner2022-10-26Added 21 answers

This question often arises in statistics for the likelihood with an uniform density.
Pending you know the value of each y i , we can talk about order statistics :
y ( 1 ) = min i y i , , y ( N ) = max i y i
Looking at your product, it is equal to 0 as soon as one y i is smaller than 1.
Thus, you want the smallest y i to be bigger than 1. We have
k = 1 N 1 { y k 1 } = 1 { y ( 1 ) 1 } .
It is easier to maximize/minimize the likelihood now.

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