Maximum Likelihood Estimation - Explanation with Examples
In this video, I have explained the likelihood function, and then we move on to understand what is Maximum likelihood estimation and how it's calculated.
We also cover some important theorems like the Cramer Rao Theorem and some properties like the Asymptotic Normality of MLE and the Invariance Property.
We also cover some examples like calculating the MLE of a Poisson Distribution and calculating its asymptotic distribution.
If you want to know more about random variable, do check out the following video:
• Sample space, Sigma field and random varia...
If you want to know more about discrete random variable, do check out the following video:
• Discrete random variable - Explained with ...
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