Category:Maximum Likelihood Estimators

This category contains results about Maximum Likelihood Estimators.
Definitions specific to this category can be found in Definitions/Maximum Likelihood Estimators.

Let $\FF$ be a one-parameter family of probability distributions whose parameter is $\theta$.

Let $X$ be a continuous random variable belonging to a member of $\FF$.

Let $\map {\mathrm L} \theta$ be the likelihood function of $\theta$ with respect to $X$.

A maximum likelihood estimator is an estimator for $\theta$ to maximize $\map {\mathrm L} \theta$.