Startseite
Podcasts
Mathematik, Informatik und Statistik - Open Access LMU - Teil 01/03 Podcast
Symbolic Maximum Likelihood Estimation with Mathematica

Symbolic Maximum Likelihood Estimation with Mathematica

Mathematik, Informatik und Statistik - Open Access LMU - Teil 01/03 vor 27 Jahren

0:00

Mathematica is a symbolic programming language that empowers the
user to undertake complicated algebraic tasks. One such task is the
derivation of maximum likelihood estimators, demonstrably an
important topic in statistics at both the research and expository
level. In this paper, a Mathematica package is provided that
contains a function entitled SuperLog. This function utilises
pattern-matching code that enhances Mathematica's ability to
simplify expressions involving the natural logarithm of a product
of algebraic terms. This enhancement to Mathematica's functionality
can be of particular benefit for maximum likelihood estimation.