MLE Example: Fitting a Normal Distribution π
Learn how Maximum Likelihood Estimation fits a normal distribution using data, demonstrated at the University of Washington.
Steve Brunton
10.2K views β’ Nov 28, 2025
About this video
Here we demontrate how maximum likelihood estimation works by fitting a normal distribution with data.
This video was produced at the University of Washington, and we acknowledge funding support from the Boeing Company
%%% CHAPTERS %%%
00:00 Intro
01:18 Formulating the Joint PDF
04:22 Calculating the Log Joint PDF
06:18 Calculating the Log Likelihood
08:17 Deriving the Optimizer
10:51 Solving for mu
12:42 Solving for sigma
14:05 Summary & Outro
This video was produced at the University of Washington, and we acknowledge funding support from the Boeing Company
%%% CHAPTERS %%%
00:00 Intro
01:18 Formulating the Joint PDF
04:22 Calculating the Log Joint PDF
06:18 Calculating the Log Likelihood
08:17 Deriving the Optimizer
10:51 Solving for mu
12:42 Solving for sigma
14:05 Summary & Outro
Video Information
Views
10.2K
Likes
303
Duration
15:53
Published
Nov 28, 2025
User Reviews
4.6
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