7Parameter Estimation

7.1 Maximum Likelihood Estimation (MLE)

ML estimation is based on the maximization of the pdf associated to the observations with respect to the model parameters:


as is graphically shown in Figure 7.1 illustrating (for a simple case) the different pdfs images obtained by changing the parameters images, or the likelihood function images for the observation images and the corresponding images that maximizes the likelihood images as the value of the parameter in the set images} that makes the specific observation images maximally likely for the parametric pdf .

Figure 7.1 Illustration of MLE for and .

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