INGENIA

PRB-28

Normal MLE σ

MLE with n (not n-1).

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GoverningNormal MLE σ

Governing equation

hatsigma=sqrtsum(xibarx)2/n\\hat\\sigma=\\sqrt{\\sum (x_i-\\bar x)^2/n}

where

ss
ss ()
n
n ()
sig
Normal MLE σ ()

Lecture brief

Historical brief

Bernoulli trials, Poisson, Gauss, Bayes and Shannon entropy turned chance into a calculus of belief and noise. The lab computes likelihood, interval and information in SI-free counts. This sheet (PRB-28 — Normal MLE σ) is the form associated with Normal MLE σ. Working symbols: ssss, nn \rightarrow sigsig. MLE with n (not n-1). Pedagogical SI sheet with a live model and a swept parameter.

Purpose

Purpose: compute sigsig from ssss, nn in Probability & statistics via hatsigma=sqrtsum(xibarx)2/n\\hat\\sigma=\\sqrt{\\sum (x_i-\\bar x)^2/n} MLE with n (not n-1). Use it when a real probability & statistics question must be answered in SI before a code check.

Live realistic example

In symbols

Live case. Given ss=12.000ss = 12.000\,\mathrm{—}, n=8.000n = 8.000\,\mathrm{—}, the governing relation hatsigma=sqrtsum(xibarx)2/n\\hat\\sigma=\\sqrt{\\sum (x_i-\\bar x)^2/n} yields sig=1.225sig = 1.225\,\mathrm{—}. One governing identity, SI units, a single sweep on the sheet. Move a slider: the numbers are this situation, not a canned story.

Calculator

Inputs

Outputs

  • Normal MLE σ sig1.225
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PRB-28 · curve
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Narration of this film

One governing identity, SI units, a single sweep on the sheet.

MLE with n (not n-1). Pedagogical SI sheet with a live model and a swept parameter.

Reading speed

Watch on YouTube