The automatic computation of maximum likelihood estimates

This report describes the work done in developing a method of computing the maximum of a function of several variables. This is intended for use in maximum likelihood or in minimum chi-square estimation.The standard methods are described and their defects indicated. A method devised by H.H. Rosenbrook is explained and compared with tho new method.It is concluded that the new method is more suitable for much of the work of P. P.R. A set of instructions for Ferranti Mercury “”Autocode”” has been written, which will carry out this process, and specifications for its use are given in an Appendix. “”