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Unformatted text preview: We will estimate the parameter a 1 Maximum liklihood estimation (MLE). Sayan Mukherjee Inference: MLE MLE Open matlab Download the fle makedat.m run the command ≫ [x,y] = makedat(20) you should see a plot oF 20 points corresponding to a line with noise play with n Sayan Mukherjee Inference: MLE MLE assignment Write code to estimate a based on MLE. Generate several data sets for a Fxed n and estimate a for each data set generated. What does the distribution of the avalues look like ? How does this distribution vary as n increases ? Sayan Mukherjee Inference: MLE Sayan Mukherjee Inference: MLE...
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 Fall '08
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 Statistics, Sayan Mukherjee

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