Lyric ©2007 Lawrence Mark Lesser
may sing to tune of "Let it Be" (Paul McCartney/Beatles)
When I'm in need of estimation,
Ronald Fisher comes to me,
Speaking words of wisdom: MLE.
And though there may be bias,
this will vanish asymptotically,
Speaking words of wisdom: MLE
MLE, MLE, MLE, MLE,
whisper words of wisdom, MLE.
And when the statisticians
put a focus on efficiency,
There will be an answer: MLE.
For samples really large, tell me:
where's the lowest M.S.E.?
There will be an answer: MLE.
MLE, MLE, MLE, MLE,
there will be an answer, MLE.
And when a theta hat is found
to be theta's MLE,
Then g of theta has what MLE?
Well, if g is 1-to-1,
an invariance property
Says g of theta hat is the MLE.
MLE, MLE, MLE, MLE -
the most likely answer is MLE.
MLE, MLE, asymptotic normality --
whisper its precision, MLE.