This is sung to the tune of the Beatles hit single "Let it Be" (Lennon and McCartney)

(The Lyrics are by Lawrence Mark Lesser (2007) and have been obtained from www.causeweb.org)

When I’m in need of estimation,
Ronald Fisher comes to me,
Speaking words of wisdom: MLE.
And though there may be bias,
this will vanish asymptotically,
Speaking words of wisdom: MLE
MLE, MLE, MLE, MLE,
whisper words of wisdom, MLE.

And when the statisticians
put a focus on efficiency,
There will be an answer: MLE.
For samples really large, tell me:
where’s the lowest M.S.E.?
There will be an answer: MLE.
MLE, MLE, MLE, MLE,
there will be an answer, MLE.

And when a theta hat is found
to be theta’s MLE,
Then g of theta has what MLE?
Well, if g is 1-to-1,
an invariance property
Says g of theta hat is the MLE.
MLE, MLE, MLE, MLE –
the most likely answer is MLE.
MLE, MLE, asymptotic normality --
whisper its precision, MLE.