Scribd Logo
Upload

Welcome to Scribd!

  • 314 views

    Maximum-Likelihood Estimation

    Uploaded by

    kevinalmer
    Maximum-likelihood estimation is a general method for estimating parameters in statistical models. It involves finding the parameter values that maximize the likelihood function, or the probability of obtaining the sample results given the parameters. The method can be applied to models with any probability distribution, not just normal distributions like least squares. For example, to estimate the probability p of individuals being infected by a parasite based on sample data, the likelihood function is defined as the probability of the data given p. The value of p that maximizes this likelihood function is the maximum likelihood estimate.

    Copyright:

    © All Rights Reserved
    Download as PPT, PDF, TXT or read online from Scribd

    Maximum-Likelihood Estimation

    Uploaded by

    kevinalmer
    314 views6 pages
    Maximum-likelihood estimation is a general method for estimating parameters in statistical models. It involves finding the parameter values that maximize the likelihood function, or the probability of obtaining the sample results given the parameters. The method can be applied to models with any probability distribution, not just normal distributions like least squares. For example, to estimate the probability p of individuals being infected by a parasite based on sample data, the likelihood function is defined as the probability of the data given p. The value of p that maximizes this likelihood function is the maximum likelihood estimate.

    Original Title

    Maximum-likelihood estimation.ppt

    Copyright

    © © All Rights Reserved

    Available Formats

    PPT, PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Maximum-likelihood estimation is a general method for estimating parameters in statistical models. It involves finding the parameter values that maximize the likelihood function, or the probability of obtaining the sample results given the parameters. The method can be applied to models with any probability distribution, not just normal distributions like least squares. For example, to estimate the probability p of individuals being infected by a parasite based on sample data, the likelihood function is defined as the probability of the data given p. The value of p that maximizes this likelihood function is the maximum likelihood estimate.

    Copyright:

    © All Rights Reserved
    Download as PPT, PDF, TXT or read online from Scribd
    Download as ppt, pdf, or txt
    314 views6 pages

    Maximum-Likelihood Estimation

    Uploaded by

    kevinalmer
    Maximum-likelihood estimation is a general method for estimating parameters in statistical models. It involves finding the parameter values that maximize the likelihood function, or the probability of obtaining the sample results given the parameters. The method can be applied to models with any probability distribution, not just normal distributions like least squares. For example, to estimate the probability p of individuals being infected by a parasite based on sample data, the likelihood function is defined as the probability of the data given p. The value of p that maximizes this likelihood function is the maximum likelihood estimate.

    Copyright:

    © All Rights Reserved
    Download as PPT, PDF, TXT or read online from Scribd
    Download as ppt, pdf, or txt
    You are on page 1of 6

    Maximum-likelihood

    estimation
    A general method for
    estimating parameters in a
    model

    The method of leastModel for the


    squares

    expectation (fixed part


    of the model):
    E[Y ] x
    i

    1 i

    Residuals:ri yi E[Yi ]
    The method of leastsquares:
    Find
    the values for the parameters (0 and
    1) that makes the sum of the squared
    residuals (rj2) as small as possible.

    Can only be used when the


    error term is normal (residuals
    are assumed to be drawn from
    a Ynormal
    distribution)
    x , where ~ N (0, )
    i

    1 i

    Model for the


    expectation (fixed part
    of the model):
    E[Y ] x
    i

    1 i

    Residuals:ri yi E[Yi ]

    The maximum
    likelihood method
    -is
    Can
    be applied
    to models
    more
    general!
    with any probability
    distribution

    The maximum likelihood


    Example:
    We want to estimate the probability, p, that
    individuals are infected with a certain kind of
    Probability
    parasite.
    The maximum likelihood
    Ind.:

    1
    2

    Infected of
    observatio
    : 1
    p
    n:

    1-p

    1-p

    1-p

    1-p

    10

    method (discrete
    distribution):
    1.Write down the probability
    of each observation by using
    the model parameters
    2.Write down the probability
    of all the
    data4
    6

    Pr(Data | p) p (1 p )

    3.Find the value

    The maximum likelihood


    Example:
    We want to estimate the probability, p, that
    individuals are infected with a certain kind of
    Probability
    parasite.
    Likelihood function:

    1-p

    1-p

    1-p

    10

    - Find the value parameter(s)


    that maximize this
    probability
    0.0012

    1-p

    0.0008

    0.0004

    L( p) Pr( Data | p ) p 6 (1 p ) 4

    0.0000

    Infected of
    observatio
    : 1
    p
    n:

    L(p, K, N)

    Ind.:

    0.0

    0.2

    0.4

    0.6
    p

    0.8

    1.0

    Exercises!

    You might also like

    pFad - Phonifier reborn

    Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

    Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


    Alternative Proxies:

    Alternative Proxy

    pFad Proxy

    pFad v3 Proxy

    pFad v4 Proxy