Final_1.pdf

(Tuis.) #1
Examining the expression for logarithm of the likelihood, we see that

the only variable term is. Note that this is the sum of squared errors


multiplied by the negative sign. Thus, maximizing the logarithm of the like-
lihood is the same as minimizing the sum of squared errors. Therefore, in sit-
uations where we make the assumptions as discussed, then the sum of
squaresmultiplied by a negative sign may be used as a proxy for the max-
imumlikelihood.



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36 BACKGROUND MATERIAL

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