I am partial to Gary King's book:

Unifying Political Methodology: The Likelihood Theory of Statistical Inference 
(University of Michigan Press, 1998)

Cheers

David Cross
d.cr...@tcu.edu
www.davidcross.us




On Feb 27, 2011, at 2:19 PM, Ning Cheng wrote:

> 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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