BS2 Further Statistical Inference HT09 - Lecture 4

Newton-Raphson and the method of scoring

This lecture discusses two fundamental iterative methods for maximizing a likelihood function. In addition to their computational interest, they are intimately related to estimation problems and accuracy of estimators in the multi-parameter case.

Recommended reading for this lecture is Section 3.2.2 (page 44-46) of

Garthwaite, Joliffe and Jones (2002). Statistical Inference. 2nd edition, Oxford University Press.

Overheads

Previous lecture

Next lecture

Course overview


Last updated: Wednesday, 04 February 2009 12:19Steffen L. Lauritzen