How to interpret the output of mle()?
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Andrew Pfeil
on 12 Apr 2018
Answered: Priyank Sharma
on 27 Apr 2018
The output of mle() is two unlabeled variables. I am trying to use this function to find the parameters for a uni-variate Gaussian distribution. Which output is mean(mu) and which output is variance(sigma^2)?
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Priyank Sharma
on 27 Apr 2018
When you use 'mle()' for estimating the parameters for a normal distribution, the output is a maximum likelihood of the parameters in the distribution. For a normal distribution, the function will be executed as,
likelihood = mle(data, 'distribution', 'norm')
Here, the likelihood contains the estimation of the parameters in the distribution. For your Gaussian distribution, the first output of the likelihood refers to mean and second output refers to the variance.
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