“MLE”
lyric © 2007 Lawrence M. Lesser (sing to tune of Lennon & McCartney’s “Let it Be”)
When I’m in need of estimation,Ronald Fisher comes to me,
Speaking words of wisdom: MLE.
And though there may be bias,this will vanish asymptotically,
Speaking words of wisdom: MLE
MLE, MLE, MLE, MLE, whisper words of wisdom, MLE.
And when the statisticiansput a focus on efficiency,
There will be an answer: MLE.
For samples really large, tell me:where’s the lowest M.S.E.?
There will be an answer: MLE.
MLE, MLE, MLE, MLE, there will be an answer, MLE.
And when a theta hat is found to be theta’s MLE,
Then g of theta has what MLE?
Well, if g is 1-to-1,an invarianceproperty
Says g of theta hat is the MLE.
MLE, MLE, MLE, MLE -- the most likely answer is MLE.
MLE, MLE, asymptotic normality -- whisper its precision, MLE.