The “Maximum Likelihood Solution” of the Problem of Estimating a Linear Functional Relationship
估计线性函数关系问题的“最大似然解”
Summary The problem considered is that of estimating a functional relationship (assumed linear) between two unobservable mathematical quantities ξ and η from pairs of observations on these quantities when both sets of observations are subject to normal independent errors. The problem has attracted much interest over a long period and one reads repeatedly that the method of maximum likelihood yields unsatisfactory estimators in this case. In this note we show that in fact no…