Lecture

Maximum Likelihood Estimation: Theory and Applications

In course

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Description

This lecture covers the concept of likelihood in probability and statistics, illustrating how to express the probability of data given a parameter and vice versa. It explains the definition of likelihood, estimation by maximum likelihood, and advantages/disadvantages of the method. The lecture also delves into finding the maximum likelihood estimator (MLE) using calculus and numerical algorithms, along with examples of MLE in binomial and normal distributions.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_2ybwprz6

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics, Statistical hypothesis testing

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