maximum-likelihood estimation

maximum-likelihood estimation
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Англо-русский словарь по компьютерной безопасности. . 2011.

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  • Maximum spacing estimation — The maximum spacing method tries to find a distribution function such that the spacings, D(i), are all approximately of the same length. This is done by maximizing their geometric mean. In statistics, maximum spacing estimation (MSE or MSP), or… …   Wikipedia

  • maximum likelihood estimation — Statistics. a method of estimating population characteristics from a sample by choosing the values of the parameters that will maximize the probability of getting the particular sample actually obtained from the population. * * * …   Universalium

  • maximum likelihood estimation — Statistics. a method of estimating population characteristics from a sample by choosing the values of the parameters that will maximize the probability of getting the particular sample actually obtained from the population …   Useful english dictionary

  • Maximum likelihood — In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of a statistical model. When applied to a data set and given a statistical model, maximum likelihood estimation provides estimates for the model s… …   Wikipedia

  • Maximum likelihood sequence estimation — (MLSE) is a mathematical algorithm to extract useful data out of a noisy data stream. Contents 1 Theory 2 Background 3 References 4 Further reading …   Wikipedia

  • Maximum Likelihood Sequence Estimation — (MLSE) is a mathematical algorithm to extract useful data out of a noisy data stream.ee also* Maximum likelihood * Maximum a posteriori (MAP) Estimation, which is more complex and requires a known distributionReferences*External links* http://www …   Wikipedia

  • Restricted maximum likelihood — In statistics, restricted (or residual) maximum likelihood (REML) is a method for fitting linear mixed models. In contrast to conventional maximum likelihood estimation, REML can produce unbiased estimates of variance and covariance parameters.… …   Wikipedia

  • Quasi-maximum likelihood — A quasi maximum likelihood estimate (QMLE, also known as a pseudo likelihood estimate or a composite likelihood estimate ) is an estimate of a parameter θ in a statistical model that is formed by maximizing a function that is related to the… …   Wikipedia

  • Likelihood function — In statistics, a likelihood function (often simply the likelihood) is a function of the parameters of a statistical model, defined as follows: the likelihood of a set of parameter values given some observed outcomes is equal to the probability of …   Wikipedia

  • Estimation of covariance matrices — In statistics, sometimes the covariance matrix of a multivariate random variable is not known but has to be estimated. Estimation of covariance matrices then deals with the question of how to approximate the actual covariance matrix on the basis… …   Wikipedia

  • Maximum a posteriori — In statistics, the method of maximum a posteriori (MAP, or posterior mode) estimation can be used to obtain a point estimate of an unobserved quantity on the basis of empirical data. It is closely related to Fisher s method of maximum likelihood… …   Wikipedia


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