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*Myung, In Jae. "Tutorial on Maximum Likelihood Estimation." Journal of Mathematical Psychology 47.1 (2003): 90-100. Print. | *Myung, In Jae. "Tutorial on Maximum Likelihood Estimation." Journal of Mathematical Psychology 47.1 (2003): 90-100. Print. | ||
*Panchenko, Dmitry. "[http://ocw.mit.edu/courses/mathematics/18-443-statistics-for-applications-fall-2006/lecture-notes/lecture3.pdf Lecture 3: Properties of MLE: consistency, asymptotic normality. Fisher information]," "18-443: Statistics for Applications," MIT, Fall 2006. | *Panchenko, Dmitry. "[http://ocw.mit.edu/courses/mathematics/18-443-statistics-for-applications-fall-2006/lecture-notes/lecture3.pdf Lecture 3: Properties of MLE: consistency, asymptotic normality. Fisher information]," "18-443: Statistics for Applications," MIT, Fall 2006. | ||
| + | *Golder, Matt, "[https://files.nyu.edu/mrg217/public/mle_introduction1.pdf Maximum Likelihood Estimation (MLE)]," Pennsylvania State University. | ||
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| + | *"[http://www.itl.nist.gov/div898/handbook/eda/section3/eda3652.htm 1.3.6.5.2. Maximum Likelihood.]" N.p., n.d. Web. 29 Apr. 2014. | ||
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Revision as of 16:03, 29 April 2014
Maximum Likelihood Estimation (MLE): its properties and examples
A slecture by graduate student Keehwan Park
Loosely based on the ECE662 Spring 2014 lecture material of Prof. Mireille Boutin.
Contents
Part 1: Basic Setup
Part 2: Properties of MLE
Part 3: Examples of MLE (Analytically Tractable Cases)
Part 4: Summary of MLE and Numerical Optimization Options
References
- Mireille Boutin, "ECE662: Statistical Pattern Recognition and Decision Making Processes," Purdue University, Spring 2014.
- R. O. Duda, P. E. Hart, and D. G. Stork, Pattern classification, Wiley New York, 2nd Edition, 2000.
- Myung, In Jae. "Tutorial on Maximum Likelihood Estimation." Journal of Mathematical Psychology 47.1 (2003): 90-100. Print.
- Panchenko, Dmitry. "Lecture 3: Properties of MLE: consistency, asymptotic normality. Fisher information," "18-443: Statistics for Applications," MIT, Fall 2006.
- Golder, Matt, "Maximum Likelihood Estimation (MLE)," Pennsylvania State University.
- "1.3.6.5.2. Maximum Likelihood." N.p., n.d. Web. 29 Apr. 2014.
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