实验步骤

1) 找到似然函数

$L\left(\theta \right)=p\left(x_1,x_2,\cdots ,x_n|\theta \right)={\displaystyle \prod _{i=1}^{n}p\left(x_i|\theta \right)}$

2) 对似然函数取对数

$H\left(\theta \right)=\ln \left(L\left(\theta \right)\right)=\ln \left(p\left(x_1,x_2,\cdots ,x_n|\theta \right)\right)={\displaystyle \sum _{i=1}^n\ln \left(p\left(x_i|\theta \right)\right)}$

3) 对 $H\left(\theta \right)$ 求极大值：

$\frac{\text{d}}{\text{d}\theta }H\left(\theta \right)=\frac{\text{d}}{\text{d}\theta }\ln \left(L\left(\theta \right)\right)=0$

4) 得到参数

$\widehat{\theta }=\arg \underset{\theta }{\max }H\left(\theta \right)$