Is this a mistake? (regarding maximum likelihood estimator)Validity of maximising log-likelihood for maximum likelihood estimationMethod of moments and maximum likelihood problemKL-divergence as a negative log likelihood for exponential familiesimprove performance of finding rolling window maximum likelihoodMaximum-Likelihood estimatorMaximum Likelihood Estimators under null hypothesis $H_0: mu=csigma$Finding the maximum likelihood estimatorMaximum likelihood estimator for $theta$Variance of distribution for maximum likelihood estimatorMaximum Likelihood with 2 Samples
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Is this a mistake? (regarding maximum likelihood estimator)
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Is this a mistake? (regarding maximum likelihood estimator)
Validity of maximising log-likelihood for maximum likelihood estimationMethod of moments and maximum likelihood problemKL-divergence as a negative log likelihood for exponential familiesimprove performance of finding rolling window maximum likelihoodMaximum-Likelihood estimatorMaximum Likelihood Estimators under null hypothesis $H_0: mu=csigma$Finding the maximum likelihood estimatorMaximum likelihood estimator for $theta$Variance of distribution for maximum likelihood estimatorMaximum Likelihood with 2 Samples
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$begingroup$

Under 'general remarks' on maximum likelihood estimators. I don't understand the right hand side of ii. (it is also repeated in iii. this time as the log-likelihood function). That the MLE is theta hat equals arg-theta-max makes sense but why does the likelihood function of theta hat also equal arg-theta-max? Doesn't this imply that theta-hat equals its own likelihood function? This doesn't make sense to me. Should it?
maximum-likelihood
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$begingroup$

Under 'general remarks' on maximum likelihood estimators. I don't understand the right hand side of ii. (it is also repeated in iii. this time as the log-likelihood function). That the MLE is theta hat equals arg-theta-max makes sense but why does the likelihood function of theta hat also equal arg-theta-max? Doesn't this imply that theta-hat equals its own likelihood function? This doesn't make sense to me. Should it?
maximum-likelihood
New contributor
Awaitingthebus is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
$endgroup$
add a comment |
$begingroup$

Under 'general remarks' on maximum likelihood estimators. I don't understand the right hand side of ii. (it is also repeated in iii. this time as the log-likelihood function). That the MLE is theta hat equals arg-theta-max makes sense but why does the likelihood function of theta hat also equal arg-theta-max? Doesn't this imply that theta-hat equals its own likelihood function? This doesn't make sense to me. Should it?
maximum-likelihood
New contributor
Awaitingthebus is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
$endgroup$

Under 'general remarks' on maximum likelihood estimators. I don't understand the right hand side of ii. (it is also repeated in iii. this time as the log-likelihood function). That the MLE is theta hat equals arg-theta-max makes sense but why does the likelihood function of theta hat also equal arg-theta-max? Doesn't this imply that theta-hat equals its own likelihood function? This doesn't make sense to me. Should it?
maximum-likelihood
maximum-likelihood
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Awaitingthebus is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
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asked 9 hours ago
AwaitingthebusAwaitingthebus
82
82
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I believe the second parts should read
$$
L(hattheta) = max_theta L(theta)
$$
and
$$
l(hattheta) = max_theta l(theta)
$$
As written, it doesn't make sense.
$endgroup$
add a comment |
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1 Answer
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$begingroup$
I believe the second parts should read
$$
L(hattheta) = max_theta L(theta)
$$
and
$$
l(hattheta) = max_theta l(theta)
$$
As written, it doesn't make sense.
$endgroup$
add a comment |
$begingroup$
I believe the second parts should read
$$
L(hattheta) = max_theta L(theta)
$$
and
$$
l(hattheta) = max_theta l(theta)
$$
As written, it doesn't make sense.
$endgroup$
add a comment |
$begingroup$
I believe the second parts should read
$$
L(hattheta) = max_theta L(theta)
$$
and
$$
l(hattheta) = max_theta l(theta)
$$
As written, it doesn't make sense.
$endgroup$
I believe the second parts should read
$$
L(hattheta) = max_theta L(theta)
$$
and
$$
l(hattheta) = max_theta l(theta)
$$
As written, it doesn't make sense.
answered 9 hours ago
Peter K.Peter K.
1688
1688
add a comment |
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Awaitingthebus is a new contributor. Be nice, and check out our Code of Conduct.
Awaitingthebus is a new contributor. Be nice, and check out our Code of Conduct.
Awaitingthebus is a new contributor. Be nice, and check out our Code of Conduct.
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