parameter estimation by MLE method

Ferra

New Member
Hi All

I need to estimate two unknown parameters (lambda1 and lambda2) by using MLE. I know that they have normal distribution. h = g(lambda1 , lambda2) where h is random variable. how can I do it?
I thought I should write: f(h) = Jacobian * Nor(mu1 , sigma1)*Nor(mu2 , sigma2)
Also I thought about hierarchical Bayesian method too...

Last edited:

Ferra

New Member
Actually h is a function of these two parameters and we don't know the distribution of h but we know than the two parameters are distributed normally. So we want to estimate these two parameters..

BGM

TS Contributor
I think you need to clarify your question. If you want to find the MLE, at least you need to provide the likelihood function, as a function of the parameters $$\lambda_1, \lambda_2$$. The information you provided is quite confusing.

Ferra

New Member
Sure.
L( \lambda_1, \lambda_2 \mid h )
\lambda_1, \lambda_2 are the unknown parameters that have Normal distribution