Data and outline Mathematica code are given for several examples of maximum likelihood estimation. A common approach is taken to both elementary complete data problems and more computationally demanding incomplete data problems. In teaching, this common approach brings many conceptually simple but computationally heavy problems within reach of the student. Published examples on truncation, grouping, censoring, survival analysis and generalized linear models are considered.
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Iain D. Currie (1995) studied this question.
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