MENU

Fun & Interesting

Maximum Likelihood Estimation (MLE) | Score equation | Information | Invariance

zedstatistics 115,284 7 years ago
Video Not Working? Fix It Now

For all videos see http://www.zstatistics.com/ 0:00 Introduction 2:50 Definition of MLE 4:59 EXAMPLE 1 (visually identifying MLE from Log-likelihood plot) 10:47 Score equation 12:15 Information 14:31 EXAMPLE 1 calculations (finding the MLE and creating a confidence interval) 19:21 Properties of MLE 23:53 Invariance and MLE parameter transformations 27:42 Multiple parameters 30:58 EXAMPLE 2 (finding the MLE for two parameters) 40:37 Other estimation methods

Comment