MaxLikelihood

[Xao Ping <xao_ping@yahoo.com>]

Dear Colleagues:

I need to perform maximum likelihood estimate of parameters THETA for the distribution function F(X, THETA). However, I do not have an explicit _expression_ for the function F, and there is no way that I can obtain it. Instead, I have a precise algorithm for random sampling from F. Is there any smart way to do maximum likelihood estimates

having only this information? Note, THETA is at least three-dimensional.

 

Thank you

 

Xao Ping

 

R&R Pharmakinetics

Taiwan  

    

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