Lecture

Maximum Likelihood Estimation

Description

This lecture covers the concept of Maximum Likelihood Estimation (MLE) in statistics. It explains the assumptions, properties, and distribution of MLE. The lecture also delves into ML Estimation-Distribution, Shrinkage Estimation, and Loss functions, providing theoretical insights and proofs.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_gqbyk106

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics, Statistical hypothesis testing

Data analysis: Regression analysis

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