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Optimization Methods for Applications in Statistics (Statistics and Computing) by James E. Gentle

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Optimization Methods for Applications in Statistics (Statistics and Computing) by James E. Gentle
Publisher: Springer-Verlag New York Inc. (January 2006) | ISBN: 0387403167 | Pages: 400 | File type: PDF | 3.95 mb

Optimization of functions, that is, minimization or maximization, is ubiquitous in statistical methods. Many methods of inference are built on the principle of maximum likelihood, in which an assumed probability density function or a probability function is optimized with respect to its parameters, given the observed realizations of the random variable whose distribution is described by the function.



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