Application of Newton Raphson Algorithm as a Numerical Method in Maximum Likelihood Estimation

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PARCHAMI ABBAS; DOOSTMOHAMMADI MAJID; MASHINCHI MASHAALLAH

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Journal: DECISIONS AND OPERATIONS RESEARCH Year:2019 | Volume:3 | Issue:4 Page(s): 402-412

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Title

Application of Newton Raphson Algorithm as a Numerical Method in Maximum Likelihood Estimation

Author(s)

PARCHAMI ABBAS | DOOSTMOHAMMADI MAJID | MASHINCHI MASHAALLAH | Issue Writer Certificate

Keywords

Numeric Method

Newton-Raphson Algorithm

Maximum Likelihood Estimation

Cauchy Distribution

Weibull Distribution

Abstract

Newton's method, which is also known as the Newton Raphson algorithm, as one of the most efficient numerical methods in mathematics, are known as a method and approach for the root approximation of nonlinear equations. After reviewing and interpretation of this method, one of the most widely used in the statistics, i. e. estimation of the unknown parameters by maximum likelihood method is presented in this paper. To facilitate the transfer of concepts, the article includes several different numerical examples and computer programs.

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APA: Copy

PARCHAMI, ABBAS, DOOSTMOHAMMADI, MAJID, & MASHINCHI, MASHAALLAH. (2019). Application of Newton Raphson Algorithm as a Numerical Method in Maximum Likelihood Estimation. DECISIONS AND OPERATIONS RESEARCH, 3(4 ), 402-412. SID. https://sid.ir/paper/268891/en

Vancouver: Copy

PARCHAMI ABBAS, DOOSTMOHAMMADI MAJID, MASHINCHI MASHAALLAH. Application of Newton Raphson Algorithm as a Numerical Method in Maximum Likelihood Estimation. DECISIONS AND OPERATIONS RESEARCH[Internet]. 2019;3(4 ):402-412. Available from: https://sid.ir/paper/268891/en

IEEE: Copy

ABBAS PARCHAMI, MAJID DOOSTMOHAMMADI, and MASHAALLAH MASHINCHI, “Application of Newton Raphson Algorithm as a Numerical Method in Maximum Likelihood Estimation,” DECISIONS AND OPERATIONS RESEARCH, vol. 3, no. 4 , pp. 402–412, 2019, [Online]. Available: https://sid.ir/paper/268891/en

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