Symbolic maximum likelihood estimation with Mathematica

Colin Rose, Murray D. Smith*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

11 Citations (SciVal)

Abstract

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.

Original languageEnglish
Pages (from-to)229-240
Number of pages12
JournalJournal of the Royal Statistical Society Series D: The Statistician
Volume49
Issue number2
DOIs
Publication statusPublished - 01 Jul 2000
Externally publishedYes

Keywords

  • Computer algebra systems
  • Estimate
  • Estimator
  • Mathematica
  • Symbolic maximum likelihood
  • Teaching

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