Tag: maximum-likelihood
Concepts
- Choosing and Fitting a Distribution Family
- Exponential Family Distributions
- The Exponential Family
- Generalized Linear Models
- The Heckman Selection Correction
- M-Estimation
- Maximum A Posteriori Estimation
- Poisson and Negative Binomial Regression
- Probit Versus Logit Models
- Profile Likelihood
- Quasi-Maximum Likelihood
- The Score Function and Likelihood Equations
- The Score (Lagrange Multiplier) Test
- Tobit and Censored Regression
- The Wald Test
Interview Questions
- MLE for the number of lottery balls
- MLE for the number of warehouse bins
- MLE for the highest jersey number
- Discrete uniform MLE from the sample maximum alone
- MLE for the largest serial number
- MLE for mean time between support tickets
- MLE for mean lifetime of LED bulbs
- MLE of exponential mean from summary totals
- From mean gap to MLE of the arrival rate
- MLE for the mean of exponential fill gaps
- Gamma scale MLE with shape four
- Gamma scale MLE straight from the sample mean
- Gamma scale MLE for waiting times with shape five
- Gamma rate MLE by invariance
- MLE for the scale of Gamma claim sizes
- Laplace center MLE for forecast errors
- Laplace center MLE with an even sample
- Laplace center MLE for seven readings
- Laplace scale MLE after the median
- MLE for a Laplace center is the median
- Log-normal log-scale variance MLE
- Log-normal mean from a log-sum
- Log-normal median by invariance
- Log-normal variance from summary sums
- MLE for a log-normal on log-scale
- MLE for the scrap rate on a line
- MLE for the share of limit orders
- MLE for the fraction of high ratings
- MLE for the probability of a dry day
- MLE for the chance of an up day
- Pareto tail index for city populations
- Pareto tail index for wealth above a threshold
- Pareto tail index for file sizes
- Pareto exceedance probability by invariance
- MLE for the tail index of large losses
- Rayleigh scale MLE from a sum of squares
- Rayleigh scale MLE for dart distances
- Rayleigh scale MLE for wind speeds
- Rayleigh variance parameter from noise magnitudes
- MLE for the scale of Rayleigh fading
- Shifted exponential MLE for sensor floors
- Shifted exponential MLE from summary totals
- Shifted exponential MLE for rainfall over a threshold
- Shifted exponential mean by invariance
- MLE for a shifted exponential threshold and rate
- Weibull scale MLE with shape two
- Weibull scale MLE with shape three
- Weibull scale MLE with shape four
- Weibull scale MLE reduces to the mean at shape one
- MLE for Weibull scale with known shape
- When method of moments equals maximum likelihood