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

Main Subjects

پرچمی، ع. (1383). مثال‌هایی از الگوریتم EM. اندیشه آماری، 9(2)،54-58.
Bickel, P. J., & Doksum, K. A. (2015). Mathematical statistics: basic ideas and selected topics, volume I. CRC Press.
Knight, K. (2000). Mathematical statistics. CHAPMAN & HALL/CRC: New York.
Thomas, G. B., & Finney, R. L. (1984). Calculus and analytic geometry. Addison Wesley Publishing Company.
Qiao, H., & Tsokos, C. P. (1995). Estimation of the three parameter Weibull probability distribution. Mathematics and computers in simulation39(1-2), 173-185.
Newton's method. (n.d). Retrieved from http://en.wikipedia.org/wiki/Newton-Raphson_method
Ypma, T. J. (1995). Historical development of the Newton–Raphson method. SIAM review37(4), 531-551.