BS2 Statistical Inference - Lecture 6
Maximum likelihood in exponential families
This lecture is concerned with the exact results for maximum likelihood in linear and canonical exponential families. We show uniqueness of the MLE, that the MLE coincides with the method of moments when the latter is interpreted in a general way. We also introduce the mean value parameter and show that the MLE of the mean value parameter is MVUE and efficient.
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Last updated: Thursday, 04 November 2004 10:01. Steffen L. Lauritzen