OpenStax CNX

Sections
You are here: Home » Content » Maximum Likelihood Estimation

About: Maximum Likelihood Estimation

Module by: Clayton Scott, Robert Nowak. E-mail the authors

View the content: Maximum Likelihood Estimation

Metadata

Name: Maximum Likelihood Estimation
ID: m11446
Language: English (en)
Summary: 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 efficiency and invariance under reparameterization.
Subject: Mathematics and Statistics, Science and Technology
Keywords: Fisher information, invariance, likelihood function, likelihood principle, Maximum Likelihood Estimation, Maximum Likelihood Estimators, MLE
Document Type: -//CNX//DTD CNXML 0.5 plus MathML//EN
License: Creative Commons Attribution License CC-BY 1.0

Authors: Clayton Scott (cscott@rice.edu), Robert Nowak (nowak@engr.wisc.edu)
Copyright Holders: Clayton Scott (cscott@rice.edu), Robert Nowak (nowak@engr.wisc.edu)
Maintainers: Clayton Scott (cscott@rice.edu), Robert Nowak (nowak@engr.wisc.edu), Elizabeth Gregory (elizabeth.gregory@gmail.com), Jeffrey Silverman (JSilverman@astro.berkeley.edu)

Latest version: 1.5 (history)
First publication date: Jul 9, 2003 2:30 pm +0000
Last revision to module: May 12, 2004 11:50 am +0000

Downloads

PDF: m11446_1.5.pdf PDF file, for viewing content offline and printing. Learn more.
XML: m11446_1.5.cnxml XML that defines the structure and contents of the module, minus any included media files. Can be reimported in the editing interface. Learn more.

Version History

Version: 1.5 May 12, 2004 11:50 am +0000 by Jeffrey Silverman
Changes:
Fixed PDFs and a couple typos.

Version: 1.4 Oct 31, 2003 3:05 pm +0000 by Clayton Scott
Changes:
Significantly reworked the organization of Rob's version, added lots of commentary, and left some math for Jeff to type in.

Version: 1.3 Oct 24, 2003 4:49 pm +0000 by Clayton Scott
Changes:
Major overhaul: Rearranged a bunch of stuff, deleted some stuff, added a lot of commentary, and left some LaTeX math for Jeff to covert to MathML.

Version: 1.2 Aug 7, 2003 2:53 pm +0000 by Jeffrey Silverman
Changes:
Added Clay as an author and maintainer.

Version: 1.1 Jul 14, 2003 4:42 pm +0000 by Elizabeth Gregory
Changes:
First Version

How to Reuse and Attribute This Content

If you derive a copy of this content using a OpenStax-CNX account and publish your version, proper attribution of the original work will be automatically done for you.

If you reuse this work elsewhere, in order to comply with the attribution requirements of the license (CC-BY 1.0), you must include

  • the authors' names: Clayton Scott, Robert Nowak
  • the title of the work: Maximum Likelihood Estimation
  • the OpenStax-CNX URL where the work can be found: http://cnx.org/content/m11446/1.5/

See the citation section below for examples you can copy.

How to Cite and Attribute This Content

The following citation styles comply with the attribution requirements for the license (CC-BY 1.0) of this work:

American Chemical Society (ACS) Style Guide:

Scott, C.; Nowak, R. Maximum Likelihood Estimation, OpenStax-CNX Web site. http://cnx.org/content/m11446/1.5/, May 12, 2004.

American Medical Assocation (AMA) Manual of Style:

Scott C, Nowak R. Maximum Likelihood Estimation [OpenStax-CNX Web site]. May 12, 2004. Available at: http://cnx.org/content/m11446/1.5/.

American Psychological Assocation (APA) Publication Manual:

Scott, C., & Nowak, R. (2004, May 12). Maximum Likelihood Estimation. Retrieved from the OpenStax-CNX Web site: http://cnx.org/content/m11446/1.5/

Chicago Manual of Style (Bibliography):

Scott, Clayton, and Robert Nowak. "Maximum Likelihood Estimation." OpenStax-CNX. May 12, 2004. http://cnx.org/content/m11446/1.5/.

Chicago Manual of Style (Note):

Clayton Scott and Robert Nowak, "Maximum Likelihood Estimation," OpenStax-CNX, May 12, 2004, http://cnx.org/content/m11446/1.5/.

Chicago Manual of Style (Reference, in Author-Date style):

Scott, C., & Nowak, R. 2004. Maximum Likelihood Estimation. OpenStax-CNX, May 12, 2004. http://cnx.org/content/m11446/1.5/.

Modern Languages Association (MLA) Style Manual:

Scott, Clayton, and Robert Nowak. Maximum Likelihood Estimation. OpenStax-CNX. 12 May 2004 <http://cnx.org/content/m11446/1.5/>.