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Normal Distribution Maximum Likelihood Estimators and Estimates MLE
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In this video I cover the motivation and derivation of the Maximum Likelihood Estimation process for the Normal Distribution.
I discuss random sampling and proceed to derive the Maximum Likelihood Estimators and Estimates for the Normal Distribution.
#MLE
#Normal
#Statistics
0:00 Introduction and Motivation
2:35 Random Sampling Example
3:27 Estimating the mean and variance
3:50 Deriving the MLE
7:46 Log-Likelihood Function
9:06 Partial Derivatives
11:34 MLE of Population Mean
11:53 Deriving MLE of Variance
15:34 MLE of Population Variance
I discuss random sampling and proceed to derive the Maximum Likelihood Estimators and Estimates for the Normal Distribution.
#MLE
#Normal
#Statistics
0:00 Introduction and Motivation
2:35 Random Sampling Example
3:27 Estimating the mean and variance
3:50 Deriving the MLE
7:46 Log-Likelihood Function
9:06 Partial Derivatives
11:34 MLE of Population Mean
11:53 Deriving MLE of Variance
15:34 MLE of Population Variance
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