Concept

Conditions for Consistency of Maximum Likelihood Estimation

For maximum likelihood estimation (MLE) to be consistent, two conditions must be met:

  1. The true data-generating distribution pdatap_{data} must lie within the chosen model family pmodel(;θ)p_{model}(\cdot; \theta).
  2. The true distribution pdatap_{data} must correspond to exactly one parameter value θ\theta.

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Updated 2026-06-14

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Data Science