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Estimation Commands
The Statistics package supports a variety of tools for manipulating likelihood functions, performing maximum likelihood estimation and deriving various properties of the likelihood function.
Available Commands
FisherInformation
Fisher information
Information
statistical information
KernelDensity
estimate the probability density of a data set
Likelihood
likelihood function
LikelihoodRatioStatistic
compute the likelihood ratio statistic
LogLikelihood
log likelihood function
MaximumLikelihoodEstimate
compute the maximum likelihood estimate
Score
statistical score
Examples
Calculate the likelihood, log likelihood and score function of a beta distribution
Attempt to calculate the maximum likelihood estimate of a binomial distribution.
Calculate the same information about a normal distribution.
Compute the likelihood ratio statistic about a similar normal distribution.
See Also
Statistics, Statistics[Computation]
Download Help Document
