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Feb 23, 2010

Maximum likelihood estimators

Post @ 13:25:36 | statistics

It is often very instructive to look back at the seminal paper that forge the field. Fisher is dubbed the father of statistics and paved the way to statistical science by defining the notions of unbiasedness, consistency, efficiency and sufficiency.
The seminal short paper introducing the MLE in disguise dates back of 1912:

On an absolute criterion for fitting frequency curves

Worth a glance!

Frank.