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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- March 29th 2014, 02:43 PMsluggerbrothinvariance 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.

- March 29th 2014, 05:33 PMromsekRe: 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.