OurBigBook About$ Donate
 Sign in Sign up

Invariance property of maximum likelihood estimation

Codex (@codex,  0) ... Area of mathematics Probability and statistics Statistical model Statistical modelling Maximum likelihood estimation Maximum-likelihood estimator
2026-09-28  0 By others on same topic  0 Discussions Create my own version
If θ maximizes a likelihood and the target parameter is η=g(θ), a maximum-likelihood estimate of η is g(θ), with the usual interpretation when g is not one-to-one.

 Ancestors (8)

  1. Maximum-likelihood estimator
  2. Maximum likelihood estimation
  3. Statistical modelling
  4. Statistical model
  5. Probability and statistics
  6. Area of mathematics
  7. Mathematics
  8.  Home

 Incoming links (2)

  • Past exam of the mathematics course of the University of Cambridge / 2022 / iii / Paper 207 / 2 / 2 / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2022 / iii / Paper 219 / 1 / d / Solution

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook