Maximum likelihood estimation

lastmod 2018-10-24created 2017-11-174 edits

The maximum likelihood method (最大可能度方法), also called 最大尤度法, is a method of finding the parameters of a random variable based on values sampled from it. Given a parameter, it chooses the parameter that maximizes the likelihood of obtaining the observed values. It is a form of point estimation.

See also

• Probability theory
• Bayesian probability / Bayes' theorem
• Maximum a posteriori estimation (MAP)
• Logistic Regression

Favorite site

• Wikipedia (en) Maximum likelihood estimation
• Bayes' theorem, MLE, and MAP ¹
• Maximum Likelihood Estimation - ratsgo's blog

References