Results 1 to 3 of 3

Math Help - Maximum likelihodd estimators

  1. #1
    Senior Member
    Joined
    Oct 2008
    Posts
    393

    Maximum likelihood estimators

    I have two 2 dimension sets {x}1 and (x}2 where x is a vector.

    My first question is the sets i have say {x}1 =
    {
    (0.555,2.601), ........}


    Is this just x = 0.555 and y = - 2.601?
    Assume that can both are drawn from 2-dim Gaussian distributions
    with true means
    μ1, μ2, and true covariance matrices 1 and 2respectively.

    My next question is how do i find the maximum likelihood estimator for the true means and for the cobvariance matricies?

    Thanks Adam

    Last edited by adam_leeds; April 12th 2010 at 02:22 AM.
    Follow Math Help Forum on Facebook and Google+

  2. #2
    Senior Member
    Joined
    Oct 2008
    Posts
    393
    In my notes i have something about a d dimensional gaussian, is this anything to do with it?
    Follow Math Help Forum on Facebook and Google+

  3. #3
    Senior Member
    Joined
    Oct 2008
    Posts
    393
    I have calculated the means and covariance matrices.

    How do i find the maximum likelihood estimator of these?
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. maximum likelihood estimators help
    Posted in the Advanced Statistics Forum
    Replies: 8
    Last Post: August 18th 2011, 01:41 AM
  2. Estimators
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: November 8th 2010, 03:34 PM
  3. Maximum Likelihood Estimators
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: October 7th 2009, 12:48 PM
  4. Maximum Likelihood Estimators
    Posted in the Advanced Statistics Forum
    Replies: 0
    Last Post: October 2nd 2009, 04:22 AM
  5. estimators
    Posted in the Advanced Statistics Forum
    Replies: 4
    Last Post: April 30th 2008, 06:30 AM

Search Tags


/mathhelpforum @mathhelpforum