Maximum Likelihood Method (More...)

Let L be the likelihood of a sample, where L is a function of the parameters 1, 2, ... k. Then the maximum likelihood estimators of 1, 2, ... k are the values of 1, 2, ... k that maximize L.
Let be an element of . If is an open interval, and if L( ) is differentiable and assumes a maximum on W, then the MLE will be a solution of the following equation: (dL( ))/d = 0. For more information, see Bain and Engelhardt (1989) and Neter, Wasserman, and Kutner (1989).
See also, Nonlinear Estimation or Variance Components and Mixed Model .