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  2. Maximum likelihood estimation - Wikipedia

    en.wikipedia.org/wiki/Maximum_likelihood_estimation

    In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of an assumed probability distribution, given some observed data. This is achieved by maximizing a likelihood function so that, under the assumed statistical model , the observed data is most probable.

  3. OpenEpi - Wikipedia

    en.wikipedia.org/wiki/OpenEpi

    The cross-product and MLE odds ratio estimate; Mid-p exact p-values and confidence limits for the odds ratio; Calculations of rate ratios and rate differences with confidence intervals and statistical tests. For stratified 2x2 tables with count data, OpenEpi provides: Mantel-Haenszel (MH) and precision-based estimates of the risk ratio and odds ...

  4. Estimation of covariance matrices - Wikipedia

    en.wikipedia.org/wiki/Estimation_of_covariance...

    A random vector X ∈ R p (a p×1 "column vector") has a multivariate normal distribution with a nonsingular covariance matrix Σ precisely if Σ ∈ R p × p is a positive-definite matrix and the probability density function of X is

  5. M-estimator - Wikipedia

    en.wikipedia.org/wiki/M-estimator

    The method of least squares is a prototypical M-estimator, since the estimator is defined as a minimum of the sum of squares of the residuals.. Another popular M-estimator is maximum-likelihood estimation.

  6. Likelihood-ratio test - Wikipedia

    en.wikipedia.org/wiki/Likelihood-ratio_test

    Richard Lowry's Predictive Values and Likelihood Ratios Online Clinical Calculator This page was last edited on 20 July 2024, at 09:11 (UTC). Text is available under ...

  7. Fisher information - Wikipedia

    en.wikipedia.org/wiki/Fisher_information

    In mathematical statistics, the Fisher information is a way of measuring the amount of information that an observable random variable X carries about an unknown parameter θ of a distribution that models X.

  8. Restricted maximum likelihood - Wikipedia

    en.wikipedia.org/wiki/Restricted_maximum_likelihood

    In statistics, the restricted (or residual, or reduced) maximum likelihood (REML) approach is a particular form of maximum likelihood estimation that does not base estimates on a maximum likelihood fit of all the information, but instead uses a likelihood function calculated from a transformed set of data, so that nuisance parameters have no effect.

  9. Minimum-variance unbiased estimator - Wikipedia

    en.wikipedia.org/wiki/Minimum-variance_unbiased...

    In statistics a minimum-variance unbiased estimator (MVUE) or uniformly minimum-variance unbiased estimator (UMVUE) is an unbiased estimator that has lower variance than any other unbiased estimator for all possible values of the parameter.