Max Likehood Estimate(MLE)
Monday, June 16, 2025
Maximal Likehood Estimate (MLE) Here we change to another topic, the probability field. We know a lot of prob. distributions, like gassuan, possion, etc.. Now the setting is: you got plenty data samples, and you tell me what is the dist. of these samples thus I can use the dist. to predict other unknow samples.
So, now you have the data set:
$$ D = [ x_1, x_2, x_3, \dots, x_N ]$$…