Maximum Likelihood

Michael Godin Arlotto (154aamga@pic.ucla.edu)
Fri, 08 Dec 95 16:19:20 -0800

I was trying to come up with a valid definition of maximum likelihood, and I
wasn't exactly sure if I had it or not. So here it goes.

In previous exercises we have been dealing with estimators as given and
checking to see if in fact they were good estimators. Now we are no longer
given the estimator but instead are trying to find it. The maximum likelihood
tells us what the best estimator for a problem would be. We will be dealing
with the joint pdf, called L, of a bunch of data points, Yi. The maximum of
this equation will give us maximum likelihood estimate. This value fits the
data the best.

What do you think? I would appreciate any comments or other ideas.

Thanks,
Mike

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