/Maximum_Likelihood_Estimation

MLE mean and variance of a normally generated dataset

Primary LanguagePythonMIT LicenseMIT

Maximum_Likelihood_Estimation

MLE of mean and variance

A normally distributed dataset is generated using scipy.stats library

The generated dataset has zero mean and unit variance.

Likelihood of mean (with variance fixed) is found using the scipy.stats library function pdf(i)

Maximum likelihood estimate(RED) and Original likelihood estimate(BLUE) are marked.