Maximum
Likelihood
Estimation
Statistics
about analyzing
understanding data
common approach
use parametric model of
data Bin hip
Poi
a
Expt
Nlp 62
How
to estimate params of
dish
from
samples
Approac
hi
Find MLE
most likely choice ofparameters
E
- utome Gn
coin tosses
X
in each x c HIT
assuming
indep
Berfp
whatisp
n
I
xn
in
- tTffxi
G
P
i
i
w
unwon
Prob qseergxi if param is
parameters intnis
ex
probJH's
discretecase
p.m.f
Cont
case
p.d.fi
Xi
Xin
h
H's
no
T's
h
moth
L
xn
xn
G
to
Find
that
maximizes
this
4
log
Likelihood
x
la
log Hx into
n logothologko
d
Ly
f
not
do
atrox
n
gs
hill 8
no
h
Roth
n
m