Search results with tag "Maximum likelihood estimator"

Chapter 2 The Maximum Likelihood Estimator

Chapter 2 The Maximum Likelihood Estimator We start this chapter with a few “quirky examples”, based on estimators we are already familiar with and then we consider classical maximum likelihood estimation. 2.1 Some examples of estimators Example 1 Let us suppose that {X i}n i=1 are iid normal random variables with mean µ and variance 2.

  Chapter, Maximum, Estimator, Likelihood, Maximum likelihood, Maximum likelihood estimator