Likelihood equation
From Encyclopedia of Mathematics
An equation obtained by the maximum-likelihood method when finding statistical estimators of unknown parameters. Let be a random vector the probability density
of which contains an unknown parameter
. Then the equation
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is called the likelihood equation and its solution is called the maximum-likelihood estimator for
. In some cases the likelihood equation can be solved in an elementary way. However, in general, the likelihood equation is an algebraic or transcendental equation, solved by the method of successive approximation (cf. Sequential approximation, method of).
References
[1] | B.L. van der Waerden, "Mathematische Statistik" , Springer (1957) |
Comments
References
[a1] | D.R. Cox, D.V. Hinkley, "Theoretical statistics" , Chapman & Hall (1974) pp. 21 |
How to Cite This Entry:
Likelihood equation. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Likelihood_equation&oldid=39773
Likelihood equation. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Likelihood_equation&oldid=39773
This article was adapted from an original article by M.S. Nikulin (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article