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General Maximum Likelihood
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Basic Likelihood Formula
Pictorial View of Maximum Likelihood
The last term is a constant independent of
, and so as a function of
,
L
is just a Gaussian which maximizes at
and has width
.
So as
we say that maximum likelihood estimate of
is
and its standard deviation is
.
Note that whatever
you put in the shape of
is essentially independent of
P
as
and we get a Gaussian peaked at
riding on top of constant value
.
Geoffrey Fox
,
Northeast Parallel Architectures Center
at Syracuse University,
gcf@npac.syr.edu