Tag Archives: Maximum likelihood

Exploring maximum likelihood using graphs in TI Nspire

Consider a case of binomial process with n=10, exploring the likelihood function in TI Nspire using variable slider p:

mle1

For the log function, window settings has to be adjusted for a complete picture.

mle2

Besides graphical solutions, the maximum can also be obtained from differentiating with respect to p for a zero result:

mle3

For usage in logistic regression, the Nelder-Mead method can be applied for determining the maximum value.

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Maximum likelihood for determining Weibull distribution parameters in TI Nspire CX CAS

Numerical method can be applied to determine the parameters for Weibull distribution,such as the Nelder-Mead method previously coded in the TI Nspire CX CAS. Steps below are to determine the maximum likelihood estimates for the 2-parameter Weibull distribution.

weibull2parm

On a sample data set with 120 data points, it took 27 minutes 17 seconds for an overclocked Nspire to complete the calculation, and 27 seconds on the PC version with an i5.