Symbolic Maximum Likelihood Estimation with Mathematica
نویسندگان
چکیده
منابع مشابه
Symbolic Maximum Likelihood Estimation with Mathematica
Mathematica is a symbolic programming language that empowers the user to undertake complicated algebraic tasks. One such task is the derivation of maximum likelihood estimators, demonstrably an important topic in statistics at both the research and the expository level. In this paper, a Mathematica package is provided that contains a function entitled SuperLog. This function utilizes pattern-ma...
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This module introduces the maximum likelihood estimator. We show how the MLE implements the likelihood principle. Methods for computing th MLE are covered. Properties of the MLE are discussed including asymptotic e ciency and invariance under reparameterization. The maximum likelihood estimator (MLE) is an alternative to the minimum variance unbiased estimator (MVUE). For many estimation proble...
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متن کاملMaximum Likelihood Estimation ∗
This module introduces the maximum likelihood estimator. We show how the MLE implements the likelihood principle. Methods for computing th MLE are covered. Properties of the MLE are discussed including asymptotic e ciency and invariance under reparameterization. The maximum likelihood estimator (MLE) is an alternative to the minimum variance unbiased estimator (MVUE). For many estimation proble...
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ژورنال
عنوان ژورنال: Journal of the Royal Statistical Society: Series D (The Statistician)
سال: 2000
ISSN: 0039-0526,1467-9884
DOI: 10.1111/1467-9884.00233