Week 7
This week, we will learn about Maximum Likelihood Estimators and Method of Moments Estimators.
Learning Outcomes
Monday
- Maximum Likelihood Approach
Wednesday
- Method of Moments
Reading
Day | Reading |
---|---|
Monday’s Lecture | MMS: 7.2 |
Wednesday’s Lecture | MMS: 7.2 |
Homework
HW 4 can be found here. It is due October 14 at 11:59 PM.
Important Concepts
Data
Let
Maximum Likelihood Estimator
Likelihood Function
Using the joint pdf or pmf of the sample
If the data is iid, then
Estimator
The maximum likelihood estimator are the estimates of
Log-Likelihood Approach
If
Method of Moments
Let the
The parameter estimates are for
Resources
You must log on to your CI Google account to access the video.
Press the “b” key to access hidden notes.
Lecture | Slides | Videos |
---|---|---|
Monday | Slides | N/A |
Wednesday | Slides |
Extra Resources on Maximum Likelihood Estimators
In MMS Chapter 7:
Problems: 27.b; 33.a