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DOE OSTI · 2572521

Maximum Likelihood Estimation: Some Basics

Adams, Terry R. [Los Alamos National Laboratory (LANL), Los Alamos, NM (United States)]
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Abstract

The maximum likelihood estimation is a general estimation procedure. It is often compared to estimation procedures like the ordinary least squares regression or generalized method of moments, to name a few. We discuss some basics about the maximum likelihood estimation, its advantages and disadvantages, and provide an example application to a gamma distribution function.

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97 MATHEMATICS AND COMPUTINGGamma Distribution FunctionLikelihood FunctionLog-Likelihood FunctionMaximum Likelihood Estimation

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Adams, Terry R. [Los Alamos National Laboratory (LANL), Los Alamos, NM (United States)]. 2025-07-21. Maximum Likelihood Estimation: Some Basics. https://doi.org/10.2172/2572521

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