Compute Maximum Likelihood Estimates - Maple Help

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Compute Maximum Likelihood Estimates

Description

Compute the maximum likelihood estimate of the parameters of a random variable.

Generate a random data set with a given distribution.

NStatisticsRandomVariableNormal5,1:

StatisticsSampleN,10

3.927575872001734.670922129452934.382908063090215.214466745245294.974571871957626.728821284177833.365143245656106.571172171754305.170358421410416.00647840875181

(1)

Compute the likelihood function of the sample.

StatisticsLikelihoodNormalμ,1,

ⅇ123.92757587200173+μ2ⅇ124.67092212945293+μ2ⅇ124.38290806309021+μ2ⅇ125.21446674524529+μ2ⅇ124.97457187195762+μ2ⅇ126.72882128417783+μ2ⅇ123.36514324565610+μ2ⅇ126.57117217175430+μ2ⅇ125.17035842141041+μ2ⅇ126.00647840875181+μ2

(2)

Specify the range to search over, and then maximize the likelihood function of the statistic.

OptimizationMaximizeln,μ=50..50

5.37775706828979,μ=5.10124182134982

(3)

Commands Used

Optimization[Maximize], Statistics[Likelihood], Statistics[RandomVariable], Statistics[Sample],

See Also

Optimization, Statistics, Statistics[Distributions][Normal], Statistics[Estimation], Statistics[LogLikelihood

 

 

 

 

 


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