Symbolic Maximum Likelihood Estimation with Mathematica

Rose, Colin und Smith, Murray D. (1999): Symbolic Maximum Likelihood Estimation with Mathematica. Sonderforschungsbereich 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.

• Dokumententyp: Paper
• Fakultät: Mathematik, Informatik und Statistik > Statistik > Sonderforschungsbereich 386 ; Sonderforschungsbereiche > Sonderforschungsbereich 386
• Themengebiete: 500 Naturwissenschaften und Mathematik > 510 Mathematik
• Sprache: Englisch