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Math Help - MLE

  1. #1
    Junior Member
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    Nov 2008
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    MLE

    What's the reason to take log of likelihood function to find maxima?
    My textbook does not explain this.
    Can anyone explain why?
    Thank you.
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  2. #2
    MHF Contributor matheagle's Avatar
    Joined
    Feb 2009
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    It's like a slide ruler.
    It makes the calculations easier.
    Log's change products into sums, so your differentiation and algebra is easier now.
    Log is an increasing function so the max of L(x) occurs at the same point as the max of ln(L(x)).
    In class I did the binomial with out th elog and it works just fine.
    BUT most students don't remember how to differentiate a^x.
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