Comments on: Maximum Likelihood Estimation (MLE) : Understand with example https://www.gaussianwaves.com/2012/10/likelihood-function-and-maximum-likelihood-estimation-mle/ Signal Processing for Communication Systems Sat, 01 Aug 2020 09:21:07 +0000 hourly 1 https://wordpress.org/?v=6.6.2 By: shan https://www.gaussianwaves.com/2012/10/likelihood-function-and-maximum-likelihood-estimation-mle/#comment-35552 Fri, 21 Sep 2018 05:33:13 +0000 http://www.gaussianwaves.com/?p=2507#comment-35552 Can we use the same principle with an inverse gaussian distribution? If so, we calculated the likelihood simply by the exponent part?

]]> By: Kanchan Aggarwal https://www.gaussianwaves.com/2012/10/likelihood-function-and-maximum-likelihood-estimation-mle/#comment-29309 Thu, 17 Mar 2016 07:17:00 +0000 http://www.gaussianwaves.com/?p=2507#comment-29309 Could you please tell me how to do this for multivariate case.?
I have 1000 samples of 5 variables(X = Xtrue + error) and i want to estimate sigma_e(covariance matrix of error) using mle where error is not changing w.r.t samples.

]]> By: Nivedita negi https://www.gaussianwaves.com/2012/10/likelihood-function-and-maximum-likelihood-estimation-mle/#comment-27060 Sun, 07 Dec 2014 10:15:00 +0000 http://www.gaussianwaves.com/?p=2507#comment-27060 In reply to Mathuranathan.

how to find variance when mean is zero using MLE??

]]> By: Mouad Tiffosi https://www.gaussianwaves.com/2012/10/likelihood-function-and-maximum-likelihood-estimation-mle/#comment-26911 Tue, 28 Oct 2014 13:27:00 +0000 http://www.gaussianwaves.com/?p=2507#comment-26911 In reply to Mathuranathan.

OK, thank you.

]]> By: Mathuranathan https://www.gaussianwaves.com/2012/10/likelihood-function-and-maximum-likelihood-estimation-mle/#comment-26903 Tue, 28 Oct 2014 01:02:00 +0000 http://www.gaussianwaves.com/?p=2507#comment-26903 In reply to Mouad Tiffosi.

It supplies the index for each values contained in the array named “rangeA”

]]> By: Mouad Tiffosi https://www.gaussianwaves.com/2012/10/likelihood-function-and-maximum-likelihood-estimation-mle/#comment-26900 Mon, 27 Oct 2014 20:00:00 +0000 http://www.gaussianwaves.com/?p=2507#comment-26900 Could you please tell me, why do you start the loop in “i=1:length(rangeA) ” at 1 ? —> that is line 17

]]> By: Mathuranathan https://www.gaussianwaves.com/2012/10/likelihood-function-and-maximum-likelihood-estimation-mle/#comment-26812 Sun, 05 Oct 2014 14:32:00 +0000 http://www.gaussianwaves.com/?p=2507#comment-26812 In reply to davsms.

okay. Thanks for your comment. Let me know if you find any mistake.

]]> By: davsms https://www.gaussianwaves.com/2012/10/likelihood-function-and-maximum-likelihood-estimation-mle/#comment-26811 Sun, 05 Oct 2014 04:56:00 +0000 http://www.gaussianwaves.com/?p=2507#comment-26811 In the line 10 of your code you make x=A+randn(1,N) but this doesn’t affect the outcome at all. Isn’t something missing?

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