Given a matrix $\mathbf{C}$ ($M \times K$) that contains $M$ vectors of $K$ non-negative integers, I have the following probability distribution.
\begin{align} \sum_{\mathbf{c}_m} \prod_k \left[ (1-p_{k})^{N} p_{k}^{c_{mk}} \right] \end{align}
I would like to:
- Maximize it with respect to $\mathbf{p}=(p_1,...,p_k)$ when $\mathbf{C}$ has this kind of structure (note that every $\mathbf{c}_m$ sums up to the same number)
[k1] [k2] [m1,] 0 3 [m2,] 1 2 [m3,] 1 2 [m4,] 2 1 [m5,] 2 1 [m6,] 3 0
I derivate with respect to $p_k$ and equal to zero and I obtain:
\begin{align} N\frac{p_k}{1-p_k} = \frac {\sum_{\mathbf{c}_m} c_{mk}\prod_{k} p_{k}^{c_{mk}} } {{\sum_{\mathbf{c}_m}} \prod_{k} p_{k}^{c_{mk}} } \end{align}
Any ideas on how to solve this?