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Unformatted text preview: I Let Ë† Î· be the mle of Î· . I Let g be a bijection, and let Î¸ = g ( Î· ) . I The mle of Î¸ is Ë† Î¸ = g (Ë† Î· ) . 1. Densities determine the values of a likelihood function. 2. Relabeling distributions has no eï¬€ect on their densities. STAT 5102 (Theory of Statistics) Lecture 7 5 / 6 Y 1 , . . . , Y 12 iid âˆ¼ Bern ( p ) Â¯ y = 2 3 p lik ( py 29 y 0.0 0.2 0.4 0.6 0.8 1.0 0.00 0.25 Ï– Ï– y y 1y Ï– = p 1p 1 2 3 4 5 Î¼ Î¼ n y Î¼ = n p 2 4 6 8 10 12 Î¸ Î¸ logit y Î¸ = logit p42 2 4 STAT 5102 (Theory of Statistics) Lecture 7 6 / 6...
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 Spring '03
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 Statistics, Normal Distribution, Maximum likelihood, Estimation theory, Likelihood function, Theory of Statistics

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