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Maximum Likelihood is a method for estimating parameters for
distributions. For example, if you have a set of
independent^{3.4} data points, **X**, where **X** is a vector of points that have been collected from the same
normal distribution where and are unknown, then
maximum likelihood would derive and
,
estimates for and
respectively. The maximum likelihood estimates (MLEs) are such that they
maximize the probability or likelihood of the data, **X**.

Frank Starmer
2004-05-19