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Maximum Likelihood Example: Bernoulli

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Uploaded by on Mar 2, 2011

The use of maximum likelihood estimation to estimate the parameter of a Bernoulli random variable.

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Uploader Comments (MathHolt)

  • Googling "maximum likelihood binomial" will give you several direct analytical descriptions of this. Alternatively, you can think of a binomial rv as the sum of n Bernoulli rv's. So, N trials of a binomial is essentially n*N trials of a Bernoulli, and the argument given in this video applies.

    The harder problem is ML binomial estimation when neither n nor p is known. I have not seen how to come up with the estimator analytically. Thankfully, n would usually be known in applications.

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  • i would be so grateful if you could explain me the ML function and the estimator for p in a binomial case!

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