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Maximum Likelihood Estimation (MLE) - University of California, Berkeley

Maximum Likelihood Estimation (MLE) Concepts 1.The likelihood function L( ) which is the probability that we see the data we see if we set the parameter equal to . Namely, L( jx 1;:::;x n) = P(x 1;:::;x nj ), the probability we see x 1;:::;x n if our parameter is equal to . Then we choose the value of that