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st: Newton-Raphson algorithm with normal MLE


From   Jake <[email protected]>
To   [email protected]
Subject   st: Newton-Raphson algorithm with normal MLE
Date   Sat, 24 May 2008 13:27:09 -0700 (PDT)

For pedagogical reasons, I am looking to solve for the maximum value of a normal likelihood.� (I realize that this can be solved algebraically, but again, this is merely for pedagogical reasons.)� I am using a Newton-Raphson algorithm.� (ie.� New-estimate = old-estimate - (1st derivative / 2nd derivative))� But the algorithm will not converge.� Instead, it simply cycles back and forth between two non-solutions.� Is it not possible to solve for the maximum of a normal likelihood using the Newton-Raphson algorithm?� 
Thanks.
Jacob 


      

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