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Maximum Likelihood Estimation
(Complete Item Description)
- Abstract:
This module introduces the maximum likelihood estimator. We show how the MLE implements the likelihood principle. Methods for computing the MLE are covered. Properties of the MLE are discussed including asymptotic efficiency and invariance under reparameterization.
- Subject:
- Mathematics and Statistics, Science and Technology
- Grade Level:
- Post-secondary
- Collection:
- Connexions
