Symbolic Maximum Likelihood Estimation with Mathematica

Rose, Colin and Smith, Murray D. (1999): Symbolic Maximum Likelihood Estimation with Mathematica. Collaborative Research Center 386, Discussion Paper 141

Abstract

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.

• Item Type: Paper (Research Paper)
• Collections: Mathematics, Computer Science and Statistics > Statistics > Collaborative Research Center 386; Special Research Fields > Special Research Field 386
• Subjects: 500 Science > 510 Mathematics
• Language: English