Timeline for Question on Maximum Likelihood Estimation
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
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| Apr 11, 2014 at 16:04 | history | edited | Michael Hardy | CC BY-SA 3.0 |
added 7 characters in body
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| Apr 7, 2011 at 13:50 | vote | accept | Haining Yu | ||
| Apr 7, 2011 at 13:50 | |||||
| Apr 1, 2011 at 13:34 | comment | added | David Harris | Suppose that the V are normally distributed (not necessarily independent). Then for any choice of $\theta_k$, the resulting $X$ is normally distributed with mean and variance depending on $\theta$. There is no such thing as the "correct" $\theta$. | |
| Mar 31, 2011 at 20:48 | comment | added | Haining Yu | Thanks for the comment. I see there are possibility for multiple identification issues. First on the scaling issue: in my real problem I have ways to prevent $\mu$ and $\sigma$ from cancelling each other. In fact I can set $\mu$ to a constant. I am indeed more concerned by the relationship between $X$ and $V$. For example, assume $ X = sum_{k}{v_k\theta_k} + c $ where $c$ is a non-zero constant. When I have a large (or infinite) number of samples, $\theta$ should be unique identified? | |
| Mar 31, 2011 at 20:29 | history | answered | David Harris | CC BY-SA 2.5 |