Neeraj Nagarkatti wrote:
> Now I don't quite understand why the mle has to be the sample maximum.
> Can any1 shed any light as to why this is the case?
For the same reason that when a card is drawn from a deck and
observed to be the Jack of Diamonds, the maximum likelihood estimate
of the composition of the deck (over the set of all possible
compositions) is
"They're all the Jack of Diamonds", *even though* Jack of Diamonds
is a hard card to find. It might be argued the mle is entirely
appropriate *because* the Jack of Diamonds is a hard card to find!
If it's hard to find, the only way to find it is if they are all
Jacks of Diamonds!
[Feel free to ignore everything after the second comma, which I
attribute to "new year silliness".]
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