似然作为近似枢轴分布

Likelihood as Approximate Pivotal Distribution

Biometrika · 1980
被引 2
ABS 4

中文导读

针对单参数弯曲指数族,证明了极大似然估计的条件分布近似于归一化的似然函数,相对误差与样本量成反比。

Abstract

For a single-parameter curved exponential family, it is shown that the conditional distribution of the maximum likelihood estimator is the normalized likelihood function, except for a relative error proportional to inverse sample size.

统计学极大似然估计指数族分布条件分布