the maximum likelihood estimate is a solution of the equation d angle theta \ d theta
Question
the maximum likelihood estimate is a solution of the equation
Solution
The Maximum Likelihood Estimation (MLE) is a method used in statistics to estimate the parameters of a statistical model. The MLE of a parameter is the value that maximizes the likelihood function. The likelihood function measures the goodness of fit of a statistical model to a sample of data for given values of the unknown parameters.
The equation you mentioned, d angle theta / d theta, seems to be a derivative notation. In the context of MLE, this could refer to taking the derivative of the likelihood function with respect to the parameter theta.
Here are the steps to find the MLE:
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Set up the likelihood function: This is a function of the parameters of the model, given the data. The likelihood function is the joint probability of the observed data as a function of the parameters.
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Take the derivative of the likelihood function with respect to the parameter(s): This step involves calculus. The derivative of the likelihood function with respect to the parameter gives us a new equation.
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Set the derivative equal to zero and solve for the parameter(s): This is because we want to find the maximum of the likelihood function, and the derivative of a function is zero at its maximum (and minimum).
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Check the second derivative to ensure it's a maximum: The second derivative of the likelihood function should be negative, confirming that the solution obtained in step 3 is indeed a maximum.
So, the maximum likelihood estimate is indeed a solution of the equation obtained by setting the derivative of the likelihood function with respect to the parameter equal to zero.
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