Example: air traffic controller
Introduction to Likelihood Statistics
From elementary probability theory we know that the mean value of the Gaussian is a. Let us estimate the mean value. The likelihood equation for ˆa is 0 = @` @a ˆa = @ @a " 1 2 Xn i=1 (x i a)2 2 i # ˆa. After some algebra we arrive at ˆa = P n Pi=1 w ix i n i=1 w i, where w i= 1/2 This is the same as the weighted average in freqentist ...
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