Existence of Maximum Likelihood Estimates for Interval-Censored Data from Some Three-Parameter Models with a Shifted Origin
针对三参数分布下的区间删失数据,研究了三种参数空间中最大似然估计存在的实用准则,并通过模拟评估了其在对数正态分布下的有效性。
SUMMARY Given data in the form of interval-censored observations from a three-parameter distribution, practical criteria are established for the existence of maximum likelihood estimates for three kinds of parameter space. These criteria can be derived by analysing the behaviour of the log-likelihood near a type of boundary of the parameter space, called the probability contents inner boundary. The effectiveness of the criteria is discussed. In the case where the underlying distribution is a three-parameter log-normal distribution, the efficiency of the criteria is evaluated by simulation.