Pattern Recognition - Chapter 5: Maximum-Likelihood estimation

1. Maximum-Likelihood estimate (MLE)

Equation (1)

(*Source: Richard O.Duda et al. Pattern Recognition)

Equation (2)

Equation (3)

2. MLE in Gaussian distribution (unknown mean)

Equation (4)

Equation (5)

Equation (6)

3. MLE in Gaussian distribution (unknown mean and covariance)

4. MLE in Poisson distribution

5. Summary

#covariance #Gaussiandistribution #Maximumlikelihoodestimation #mean #Poissondistribution