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Unformatted text preview: r deriving point estimators
1. Maximum Likelihood Estimator (MLE)
2. Method of Moment Estimator (MOME)
Example 1 (continued). ,i=1,2,…,n 1 1. Derive the MLE for
2. Derive the MOME for .
[i] pdf: f( )=
[ii] likelihood function [iii] log likelihood function [iv] Find the MLE’s R. A. Fisher (http://en.wikipedia.org/wiki/Ronald_Fisher) established
the comprehensive theory for the maximum likelihood method. 2 2. MOME
st 1 Population Moment Sample Moment E(X) 2nd
… … … … … kth
… Back to this example, we have two parameters, and we set up the equations for the first two
moments: Proof. (Now we s...
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This document was uploaded on 03/15/2014 for the course AMS 412 at SUNY Stony Brook.
- Spring '14