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Title

Maximum Likelihood Estimation and Mathematica
Author

I. Currie
Journal / Anthology

Applied Statistics
Year: 1995
Volume: 44
Issue: 3
Page range: 379-394
Description

Data and outline Mathematica code are given for several examples of maximum likelihood estimation. A common approach is taken to both elementary complete data problems and more computationally demanding incomplete data problems. In teaching, this common approach brings many conceptually simple but computationally heavy problems within reach of the student. Published examples on truncation, grouping, censoring, survival analysis and generalized linear models are considered.
Subject

*Mathematics > Probability and Statistics
Keywords

Censoring, Generalized linear models, GLIM, Grouping, Incomplete data, Mathematica, Maximum likelihood, Survival analysis, Truncating