Abstract
In this chapter, we review several elementary concepts and methods from mathematical statistics. In Section 2.1, the likelihood and loglikelihood functions are defined and illustrated. The definition and an illustration of the posterior density is also presented. In Section 2.2, the method of maximum likelihood is defined and the Newton-Raphson algorithm is presented as an algorithm for computing maximum likelihood estimates. Section 2.3 presents frequentist and Bayesian justification for using the normal approximation to the likelihood or to the posterior as the basis for inference. The delta method is defined and illustrated in Section 2.4 and Section 2.5 reviews the notion of the Highest Posterior Density region, a Bayesian approach to confidence regions and significance levels.
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© 1993 Springer-Verlag New York, Inc.
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Tanner, M.A. (1993). Normal Approximations to Likelihoods and to Posteriors. In: Tools for Statistical Inference. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4684-0192-9_2
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DOI: https://doi.org/10.1007/978-1-4684-0192-9_2
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4684-0194-3
Online ISBN: 978-1-4684-0192-9
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