Maximum Likelihood Estimation

Maximum Likelihood Estimation using BMDP Statistical Software Program LE

This program estimates the parameters that maximize the likelihood function using the iterative Newton-Raphson algorithm. The user defines the density function or the natural log of the density function. Given the data, the program computes analytically exact first and second derivatives to estimate the parameter that make the density function best fit the observed data.

• General MLE of a user-specified function
• Estimates of functions of the parameters
• Ability to use CDFs in user-specified functions
• Likelihood profile plots of parameters, with confidence intervals
• Plot of estimated density function
• Option to save the paramater estimates
• View Program BMDP Program LE Manual Chapter