- Is the MLE of a normal distribution biased?
- How do you calculate maximum likelihood estimation?
- What is the maximum probability of normal distribution?
Is the MLE of a normal distribution biased?
MLE is a biased estimator (Equation 12).
How do you calculate maximum likelihood estimation?
Definition: Given data the maximum likelihood estimate (MLE) for the parameter p is the value of p that maximizes the likelihood P(data |p). That is, the MLE is the value of p for which the data is most likely. 100 P(55 heads|p) = ( 55 ) p55(1 − p)45. We'll use the notation p for the MLE.
What is the maximum probability of normal distribution?
The results tell you that the expected maximum in a standard normal sample is 3.26 and about 50% of samples will have a maximum value of 3.19 or less.