Abstract:Abstract This article addresses different facets of maximum likelihood estimation. Starting with the likelihood function, the Cramér‐Rao inequality and properties of maximum likelihood estimators are ...Abstract This article addresses different facets of maximum likelihood estimation. Starting with the likelihood function, the Cramér‐Rao inequality and properties of maximum likelihood estimators are described. Another estimator, namely, the conditional mean estimator, is discussed. An iterative algorithm, known as the Expectation‐Maximization (EM) algorithm, for computing the maximum likelihood estimate is described.Read More
Publication Year: 2003
Publication Date: 2003-04-15
Language: en
Type: other
Indexed In: ['crossref']
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Cited By Count: 4
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