measure theory

TL;DR What are we actually doing on MLE? What is the motivation for the Maximum Likelihood Estimation? In this post, we will go over the story behind the maximum likelihood.

Online Courses Probability Theory and Stochastic Processes (video lecture). Description: These lectures encompass a full-year course in probability theory and stochastic processes, as taught at the University of California, San Diego (as Math 280).

Here, I summarize some useful LP Inequalities with proofs. Download PDF file here.