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Maximum Likelihood Estimation 1 Maximum Likelihood …
people.missouristate.eduMaximum Likelihood Estimation Lecturer: Songfeng Zheng 1 Maximum Likelihood Estimation Maximum likelihood is a relatively simple method of constructing an estimator for an un-known parameter µ. It was introduced by R. A. Fisher, a great English mathematical statis-tician, in 1912. Maximum likelihood estimation (MLE) can be applied in most ...