Document Type : Original Article
Authors
1 Department of Statistics, Faculty of Mathematics and Computer Sciences, Shahid Bahonar University of Kerman, Kerman, Iran.
2 Department of Statistics, Faculty of Mathematics and Computer, Shahid Bahonar University of Kerman, Kerman, Iran
3 Department of Statistics, Faculty of Mathematics and Computer Sciences, Shahid Bahonar University of Kerman, Kerman, Iran
Abstract
Newton's method, which is also known as the Newton Raphson algorithm, as one of the most efficient numerical methods in mathematics, is known as a method and approach for the root approximation of nonlinear equations. After reviewing and interpretation of this method, one of the most widely used in the statistics, i.e. estimation of the unknown parameters by maximum likelihood method is presented in this paper. To facilitate the transfer of concepts, the article includes several different numerical examples and computer programs.
Keywords
- Numeric Method
- Newton-Raphson Algorithm
- Maximum Likelihood Estimation
- Cauchy Distribution
- Weibull Distribution
Main Subjects