Maximum Likelihood Estimation
نویسنده
چکیده
where p above is the density function if X is continuous and the mass function if X is discrete. The MLE is denoted θ̂ or θ̂n if we wish to emphasize the sample size. Above, we suppress the dependency of L on X1, . . . , X (n) to emphasize that we are treating the likelihood as a function of θ. Note that both X and θ may be scalars or vectors (not necessarily of the same dimension) and that L may be discrete or continuous in either X and θ or both or neither.
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