Maximum Likelihood - History

History

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Maximum-likelihood estimation was recommended, analyzed (with flawed attempts at proofs) and vastly popularized by R. A. Fisher between 1912 and 1922 (although it had been used earlier by Gauss, Laplace, T. N. Thiele, and F. Y. Edgeworth). Reviews of the development of maximum likelihood have been provided by a number of authors.

Much of the theory of maximum-likelihood estimation was first developed for Bayesian statistics, and then simplified by later authors.

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