maximum likelihood

Question 1

what does it mean i.i.d

Answer 1

independent and indentially distrbuted

Question 2

describe a discrete distribution

Answer 2

L(θ|x) = L(θ|x1, x2, . . . , xn) = PX(x; θ),
where PX(x; θ) is the PMF of X parametrized by θ

L(θ|x) = PX(x; θ)

Question 3

describe a continuous distribution

Answer 3

L(θ|x) = L(θ|x1, x2, . . . , xn) = fX(x; θ),
where fX(x; θ) is the PDF of X

L(θ|x) = fX(x; θ)

Question 4

what does PDF mean

Answer 4

probability density function

Question 5

what does PMF mean

Answer 5

probability mass function

Question 6

on a graph how do you find the maximum likelihood

Answer 6

thr highest point of the graph is the mle (x - axis)

Question 7

what is probability

Answer 7

Describes the chance of an event occurring, assuming a
known distribution

Question 8

what is likelihood

Answer 8

Measures how well a statistical model fits the observed
data. Likelihood function = likelihood as we vary the parameter(s) of
the distribution.

Question 9

what is likelihood function

Answer 9

Likelihood function = likelihood as we vary the parameter(s) of
the distribution.

Question 10

Maximum Likelihood Estimation is a general procedure
e.g
input
output
model
Task

Answer 10

▶ Input: Observations (data points)
▶ Output: Parameter values of a model that explains the data (i.e.
capable of generating synthetic data most similar to the data)
▶ Model: Probability distribution
▶ Task: Search for the best parameters of the model (probability
distribution) to fit the observations
9 / 24