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Math Help - Combining MLEs question

  1. #1
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    Mar 2011
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    Combining MLEs question

    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
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  2. #2
    Senior Member Sambit's Avatar
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    Oct 2010
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    Identify their individual distributions, find their joint distribution from there and maximize it wrt the unknown parameter(s).
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