I have been told that a maximum likelihood estimate (MLE) does not always actually exist. Why is this the case? It is clear that the MLE may not be unique, but there should always be a maximum, no?
When does a maximum likelihood estimate fail to exist?
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probability
machine-learning
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2Related:http://stats.stackexchange.com/questions/16758/is-there-always-a-maximizer-for-any-mle-problem – 2011-11-26