Abstract
In the last chapter we introduced the concept of parameter estimation. We have also described the desirable properties of estimators, though without specifying how such estimators can be constructed in a particular case. We have derived estimators only for the important quantities expectation value and variance. We now take on the general problem.
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Notes
- 1.
Although the likelihood ratio Q and the likelihood functions L and â„“ introduced below are random variables, since they are functions of a sample, we do not write them here with a special character type.
- 2.
This inequality was independently found by H. Cramer, M. Fréchet, and C. R. Rao as well as by other authors. It is also called the Cramer–Rao or Fréchet inequality.
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© 2014 Springer International Publishing Switzerland
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Brandt, S. (2014). The Method of Maximum Likelihood. In: Data Analysis. Springer, Cham. https://doi.org/10.1007/978-3-319-03762-2_7
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DOI: https://doi.org/10.1007/978-3-319-03762-2_7
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Publisher Name: Springer, Cham
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Online ISBN: 978-3-319-03762-2
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