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Symbolic Maximum Likelihood Estimation with Mathematica

Colin Rose
Organization: Theoretical Research Institute
Murray D. Smith
Organization: University of Sydney
Journal / Anthology

The Statistician
Year: 2000
Volume: 49
Issue: 2
Page range: 229-240

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 the expository level. In this paper, a Mathematica package is provided that contains a function entitled SuperLog. This function utilizes 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.

*Mathematics > Probability and Statistics