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Math Help - invariance property of MLE's?

  1. #1
    Member sluggerbroth's Avatar
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    invariance property of MLE's?

    Can someone provide a plain English explanation of how this property of maximum likelihood estimators works? I have a limited number of examples but not enough to determine exactly how it works? HELP please.
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  2. #2
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    Re: invariance property of MLE's?

    suppose you have an MLE $\hat{\theta}$ of some parameter $\theta$

    Then let $\mu=f(\theta)$

    The MLE of $\mu$ is given by $\hat{\mu}=f(\hat{\theta})$

    I don't know how to express it any simpler.
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