Questions and Comments for Maximum Likelihood Estimation (MLE) for various probability distributions
A slecture by Hariharan Seshadri
Please leave comments below if you have any questions, or if you notice any errors, or if you would like to discuss a topic further.
Jianxin Sun will review this slecture
In this slecture, the author detail the method of MLE on different specific distribution and conclude the final expression for estimating each of them.
This slecture starts with the basic idea of Maximum likelihood estimation(MLE) and use Normal Distribution as an example to show how to use MLE on other distributions. 5 commenly used distribution are investigated, including Exponential, Geometric, Binomial, Possision and uniform distributions. Mathmatical derivation are clearly presented which help student to understand how to apply general MLE on a new distribution. This slecture also summerize the final useful expression of estimation for each of those distribtions which can directely used for application.
I like the orgnization of this slecture for its formal mathmatical expressions and proper stress on the important points.
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