Maximum Likelihood : An Introduction

@inproceedings{Cam1990MaximumL,
  title={Maximum Likelihood : An Introduction},
  author={Lucien Le Cam},
  year={1990}
}
Maximnm likelihood estimates are reported to be best under all circumstances. Yet there are numerous simple examples where they plainly misbehave. One gives some eranmples for problems that had not been invented for the purpose of annoying ms,aximunm likelihood fans. Another example, imitated from B'hadu'r, has been specially created with just such a purpose in mind. Next, we present a list of principles leading to the construction of good estimates. The main principle says that one should not… CONTINUE READING
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