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MatthewReid854 committed Nov 22, 2021
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24 changes: 20 additions & 4 deletions docs/How does Maximum Likelihood Estimation work.rst
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Expand Up @@ -76,15 +76,31 @@ Exponential Log-PDF: :math:`ln(f(t)) = ln(\lambda)-\lambda t`

Now we substitute in :math:`\lambda=0.1` and :math:`t = [27, 64, 3, 18, 8]`

doing some equation testing here

.. math::
\begin{align}
L(\lambda=0.1|t=[27, 64, 3, 18, 8]) = (ln(0.1)-0.1 \times 27)\\
&\qquad + (ln(0.1)-0.1 \times 64) + (ln(0.1)-0.1 \times 3)\\
&\qquad + (ln(0.1)-0.1 \times 18) + (ln(0.1)-0.1 \times 8)\\
&\qquad = -23.512925
L(\lambda=0.1|t=[27, 64, 3, 18, 8])\\
= (ln(0.1)-0.1 \times 27) + (ln(0.1)-0.1 \times 64) + (ln(0.1)-0.1 \times 3)\\
+ (ln(0.1)-0.1 \times 18) + (ln(0.1)-0.1 \times 8)\\
= -23.512925
\end{align}
.. math::
L(\lambda=0.1|t=[27, 64, 3, 18, 8])\\
= (ln(0.1)-0.1 \times 27) + (ln(0.1)-0.1 \times 64) + (ln(0.1)-0.1 \times 3)\\
+ (ln(0.1)-0.1 \times 18) + (ln(0.1)-0.1 \times 8)\\
= -23.512925
.. math::
L(\lambda=0.1|t=[27, 64, 3, 18, 8])
= (ln(0.1)-0.1 \times 27) + (ln(0.1)-0.1 \times 64) + (ln(0.1)-0.1 \times 3)
+ (ln(0.1)-0.1 \times 18) + (ln(0.1)-0.1 \times 8)
= -23.512925
Here's where the optimization part comes in. We need to vary :math:`\lambda` until we maximize the log-likelihood.
The following graph shows how the log-likelihood varies as :math:`\lambda` varies.

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