In statistics, maximum likelihood estimation is a method of estimating the parameters of an assumed probability distribution, given some observed data. This is achieved by maximizing a likelihood func
Ronald Fisher in 1913
Fisher information
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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 mode
Maximum likelihood estimation
…maximum likelihood estimator converges in distribution to a normal distribution. Specifically, n ( θ ^ m l e − θ 0 ) → d N ( 0 , I − 1 ) where I is the Fisher information matrix. The maximum likelihood estimator selects the parameter value which gives the observed data the largest possible probability (or probability density…
Sir Ronald Aylmer Fisher (1890–1962) in 1912, as a Steward at the First International Eugenics Conference