I have a discrete random variable $X$, with possible values $\{E_k\}$ , following a Boltzmann distribution, with probability mass function given by:
$$ p_k = p(X=E_k) = e^{-\beta E_k}/Z $$
where $Z = \Sigma_k \ e^{-\beta E_k}$ is a normalization factor, and $\beta > 0$.
I have $N$ independent samples $x_i \sim X$. What is the best estimator of $\beta$?
I would like to know what would be the maximum-likelihood estimator, or the minimum variance unbiased estimator, of the parameter of the Boltzmann distribution behind the samples $x_i$.
A) Intuitively I think of:
- approximate the probability mass with $\hat p_k =$ (counts of $x_i = E_k)/N$
- fit a logarithmic regression $\log \hat p_k(x_i) = -\hat \beta x_i + \hat \alpha$
- use $\hat \beta$ as an estimator of $\beta$.
B) Using maximum-likelihood I get:
- likelihood function: $L(\beta, {\bf x}) = \Pi_{i=1}^N \ e^{-\beta x_i}/Z $
- log-likelihood: $l(\beta, {\bf x}) = - N\log Z - \Sigma_{i=1}^N \ \beta x_i$
- maximum-likelihood: $$\frac{\partial l}{\partial \beta} = N \ \Sigma_{k} \ E_k \frac{e^{-\beta E_k}}{Z} - \Sigma_{i=1}^N \ x_i = 0 \ \Leftrightarrow \ \bar X (\beta) = \frac{1}{N}\Sigma_{i=1}^N \ x_i $$
I guess this means I should choose $\beta$ such that the expected value of $X$ matches the sample average.
How can I compare estimators A and B? What is the estimators' expected value and variance? Is a better estimator known?