lyric © 2007 Lawrence M. Lesser (sing to tune of Lennon & McCartney’s “Let it Be”)



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.