Identify their individual distributions, find their joint distribution from there and maximize it wrt the unknown parameter(s).
Hi everyone,
How do you find a combined MLE? As in say you are given data from three different games and you want to work out the MLE of, say, p_A, the probability that team A wins a game. Do you work out the MLEs individually from each game and then do something to them? But what?
Thanks for any help