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最大似然估计

于 2022-03-05 发布 文件大小:4.46 kB
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最大似然法(Maximum Likelihood,ML)也称为最大概似估计,也叫极大似然估计,是一种具有理论性的点估计法,此方法的基本思想是:当从模型总体随机抽取n组样本观测值后,最合理的参数估计量应该使得从模型中抽取该n组样本观测值的概率最大,而不是像最小二乘估计法旨在得到使得模型能最好地拟合样本数据的参数估计量。 请点击左侧文件开始预览 !预览只提供20%的代码片段,完整代码需下载后查看 加载中 侵权举报

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