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2008•Sichuan University of Arts and Science JournalRequires access

An Approach to Maximum Likelihood Estimation

Fei Shao-jin

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Abstract

The author in the paper introduces two methods about MLE(maximum likelihood estimation): definition law and ratio law,when likelihood function is not differentiable,and discusses the problems which should be paid attention to when it is applied: the solution of likelihood function may not be the MLE,and MLE may not be unique or does not exist.

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What this paper is about

The author in the paper introduces two methods about MLE(maximum likelihood estimation): definition law and ratio law,when likelihood function is not differentiable,and discusses the problems which should be paid attention to when it is applied: the solution of likelihood function may not be the MLE,and MLE may not be unique or does not exist.

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Available abstract

The author in the paper introduces two methods about MLE(maximum likelihood estimation): definition law and ratio law,when likelihood function is not differentiable,and discusses the problems which should be paid attention to when it is applied: the solution of likelihood function may not be the MLE,and MLE may not be unique or does not exist.

Key concepts: Maximum likelihood, Likelihood function, Maximum likelihood sequence estimation, Differentiable function, Restricted maximum likelihood, Likelihood principle, Function (biology), Quasi-maximum likelihood

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