Re: [課業] MLE?
※ 引述《jasonkeen (Nothing but Net)》之銘言:
: T is sufficient statistic
: then f(x1,...,xn;θ) = g(t;θ)h(x1,...,xn|t)
: where t = T(x1,...,xn)
: hence, finding θ to maximize f(x1,...,xn;θ)
: => finding θ to maximize g(t;θ)
: ︿
: assume that θ maximize g(t;θ)
: (g(t;θ) is function of T, and also be function of θ)
: ︿
: if MLE is unique, θ = MLE is function of T
: ︿
: if MLE is not unique, θ is one of MLE
: we can't say MLE must be function of T
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