Maximum Likelihood Estimation (MLE) | Score equation | Information | Invariance

Published: 16 August 2018
on channel: zedstatistics
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0:00 Introduction
2:50 Definition of MLE
4:59 EXAMPLE 1 (visually identifying MLE from Log-likelihood plot)
10:47 Score equation
12:15 Information
14:31 EXAMPLE 1 calculations (finding the MLE and creating a confidence interval)
19:21 Properties of MLE
23:53 Invariance and MLE parameter transformations
27:42 Multiple parameters
30:58 EXAMPLE 2 (finding the MLE for two parameters)
40:37 Other estimation methods


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