Symbolic maximum likelihood estimation with Mathematica

Colin Rose, Murray D. Smith*

*Awdur cyfatebol y gwaith hwn

Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

12 Dyfyniadau (Scopus)

Crynodeb

Mathematica is a symbolic programming language that empowers the user to undertake complicated algebraic tasks. One such task is the derivation of maximum likelihood estimators, demonstrably an important topic in statistics at both the research and the expository level. In this paper, a Mathematica package is provided that contains a function entitled SuperLog. This function utilizes pattern-matching code that enhances Mathematica's ability to simplify expressions involving the natural logarithm of a product of algebraic terms. This enhancement to Mathematica's functionality can be of particular benefit for maximum likelihood estimation.

Iaith wreiddiolSaesneg
Tudalennau (o-i)229-240
Nifer y tudalennau12
CyfnodolynJournal of the Royal Statistical Society Series D: The Statistician
Cyfrol49
Rhif cyhoeddi2
Dynodwyr Gwrthrych Digidol (DOIs)
StatwsCyhoeddwyd - 01 Gorff 2000
Cyhoeddwyd yn allanolIe

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