2 simple ways to perform (simple) Maximum Likelihood Estimation in Mathematica:
(1) Construct the Log-Likelihood function and maximize it:
(2) Define the Probability Distribution and find parameters:
They are not that much different, in the sense that they yield close values for the Log-Likelihood function (shown in the plot below), but still, the difference is noticeable in the resulting values of the parameters and I am curious which should I trust more?
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