Maximum Likelihood Estimation: Logic and Practice by Scott R. Eliason
Maximum Likelihood Estimation: Logic and Practice Scott R. Eliason ebook
Publisher: Sage Publications, Inc
ISBN: 0803941072, 9780803941076
Placing bounds for vj is difficult in practice. Since being proposed by Sir Ronald Fisher in a series of papers during the period 1912 to 1934 (Aldrich, 1977), Maximum Likelihood Estimation (MLE) has been one of the "workhorses" of statistical inference, and so it plays . The first step in maximum likelihood estimation is to write down the likelihood function, In practice, however, it is sometimes the case that the linear-looking plot . Maximum Likelihood Estimation: Logic and Practice. With moderate sample size; the GME outperforms the MLE estimators in terms of The logic of using the GME .. As it can often be important to ensure that the likelihood function has been globally maximized, what can we do to check that this has in fact been achieved in practice? As was pointed out by Gan and Jiang (1999), this logic can be reversed. Reasonable approximations make the ML problem solvable in practice. This works because logical values are coerced to 0's and 1's when necessary. In maximum likelihood estimation, to be discussed below.