Maximum Likelihood Estimation Based on the Principle of Information Diffusion

This paper introduces the principle of information diffusion and information diffusion estimation(IDE).And with IDE,the observation distribution can be estimated easily.Once the observation distribution is determined,the parameters can be estimated with the maximum likelihood.With IDE as the basis,the diffusion maximum likelihood(DML) estimation is presented.DML is supposed to enjoy priority because of its being free from any supposition of observation distribution.With two simulative persuasive examples,the high self-adapting and robustness of DML are discussed.