Next:
General Maximum Likelihood
Up:
3: Estimation of
Previous:
The Likelihood Maximizes
General Maximum Likelihood Methods---I
The above is glib in many ways---especially in its treatment of errors.
We will repair this later with real live theorems.
First, we state the obvious generalization.
The general maximum likelihood method is to put
in Equation (14)
and form
for any measurement
whose probability
depends on value
and theoretical parameter(s)
.
The maximum likelihood estimate of
is the value
where
is a maximum.
The error in estimate is the standard deviation of the distribution of
L
as a function of
, i.e.,
Geoffrey Fox
,
Northeast Parallel Architectures Center
at Syracuse University,
gcf@npac.syr.edu