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=Questions and Comments=
 
=Questions and Comments=
  
Reviewing by Shaobo Fang:
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=Updated Review Shaobo Fang:=
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Now the format issue is gone and the slecture looks great!
  
The mathmatical derivation is clear and thorough, which is very impressive.
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The mathmatical derivation is clear, thorough and in details, which is extremely impressive.  
  
Summary:The author investigated briefly over the expected value of MLE estimate based on standard deviation and expected deviation. The case of maximum likelihood estimation examples for Gaussian R.V. both mu and sigma unknown was investigated and is truely interesting since in real world even if the data come in with Gaussian distribution the parameter is probably still unknown. Biasness of an estimator was also briefly investigaed at the very end.
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To offer the readers a better technical background, the author first explained the general Maximum Likelihood Ratio test given 'c' classes.
  
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After the general theorems were established, the author then attempted to investigate the mean of Gaussian R.V. with known <math>\Sigma</math>. To present the MLE estimation in more details, the case of maximum likelihood estimation examples for Gaussian R.V. both <math>\mu</math> and <math>\sigma</math> unknown was also investigated and is truely interesting since in real it is likely that the data coming in have no known parameters.
  
Could have been improved: It would be better for the reader if more context would be there to provide better transition regarding different parts.
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What makes it better is that at the very end author also present a brief discussion of Biasness of the sestimation.
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Overall, this a great selecture and a great deal of effort from the author with detailed mathmatical derivation.
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Although it is already very good overall, it might be a bit better for the readers if more context could be presentd to provide better transition from different parts.
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=Minor Typo=
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'Bias: The maximum likelihood for the variance $\sigma^2$ is biased means.', $\sigma^2$ was not transformed to Wiki format.
  
  

Latest revision as of 16:01, 12 May 2014

Questions and Comments for: Expected Value of MLE estimate over standard deviation and expected deviation

A slecture by Zhenpeng Zhao


Please leave me comment below if you have any questions, if you notice any errors or if you would like to discuss a topic further.


Questions and Comments

Updated Review Shaobo Fang:

Now the format issue is gone and the slecture looks great!

The mathmatical derivation is clear, thorough and in details, which is extremely impressive.

To offer the readers a better technical background, the author first explained the general Maximum Likelihood Ratio test given 'c' classes.

After the general theorems were established, the author then attempted to investigate the mean of Gaussian R.V. with known $ \Sigma $. To present the MLE estimation in more details, the case of maximum likelihood estimation examples for Gaussian R.V. both $ \mu $ and $ \sigma $ unknown was also investigated and is truely interesting since in real it is likely that the data coming in have no known parameters.

What makes it better is that at the very end author also present a brief discussion of Biasness of the sestimation.

Overall, this a great selecture and a great deal of effort from the author with detailed mathmatical derivation.

Although it is already very good overall, it might be a bit better for the readers if more context could be presentd to provide better transition from different parts.

Minor Typo

'Bias: The maximum likelihood for the variance $\sigma^2$ is biased means.', $\sigma^2$ was not transformed to Wiki format.



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