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==Part 2: Properties of MLE== | ==Part 2: Properties of MLE== | ||
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| − | ==Part 3: Examples of MLE (Analytically | + | ==Part 3: Examples of MLE (Analytically Tractable Cases)== |
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| − | ==Part 4: Summary of MLE and Numerical Optimization | + | ==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. "[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. | ||
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Revision as of 14:57, 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.
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