Check out Casella and Berger's Statistical Inference.  ISBN 978-81-315-0394-2 or http://en.wikipedia.org/wiki/Maximum_likelihood as an online reference.

--Mark J. Lamias


From: Ning Cheng <wakinchauemil@gmail.com>
To: r-help@r-project.org
Sent: Sunday, February 27, 2011 3:19 PM
Subject: [R] MLE estimation

Dear List,
This problem is more a statistic one than a R one.

Any one can recommend me some references website or online paper on
maximum likelihood estimation?I'm now working on that,while still
doubt how to prove that the estimated parameters are normal
distributed.

Thanks for your time and help!

Best,
Ning

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