Maximum likelihood

Using maximum likelihood

Notes to self. Often, discussions related to maximum likelihood refer to (A) estimating parameters likely to have come from some (B) probability distribution (PD) by © maximizing a likelihood function (from Wikipedia). In many cases, (A) is the unknown which we want to figure out (e.g., means, variances, regression coefficients). We make an assumption about the PD where the data come from and determine the likelihood or the log likelihood of observing the datum.