Maximum Likelihood For the Normal Distribution, step-by-step!!!
StatQuest with Josh Starmer StatQuest with Josh Starmer
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 Published On Sep 10, 2018

Calculating the maximum likelihood estimates for the normal distribution shows you why we use the mean and standard deviation define the shape of the curve.
NOTE: This is another follow up to the StatQuests on Probability vs Likelihood
   • Probability is not Likelihood. Find o...   and Maximum Likelihood:    • Maximum Likelihood, clearly explained!!!  
Viewers asked for worked out examples, and this one is super mathy, but I just couldn't say "no"!

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0:00 Awesome song and introduction
0:45 Overview of the normal distribution equation
1:41 Example with one data point
5:38 Example with two data points
7:35 Example in 'n' data points
8:08 Solving for the MLEs for mu and sigma
18:54 Review of concepts

Correction:
2:39 I said likelihood=0.03 for mu=30, but mu=28 is in the equation.

#statquest #MLE #statistics

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