Maximum Likelihood Estimation
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YouTubeDataMListic
Maximum Likelihood Estimation
Maximum likelihood estimation is really just an optimization. Assume your data points are independent and identically distributed, and the probability of the whole dataset becomes the product of each point's probability — read as a function of the unknown parameter, that product is the likelihood. The MLE is simply its argmax: out of every ...
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Likelihood function Definition
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Likelihood function Examples
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