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一个不一致的最大似然估计

An Inconsistent Maximum Likelihood Estimate

Journal of the American Statistical Association · 1982
被引 31
ABS 4

中文导读

给出一个在三角分布与均匀分布之间的连续参数化分布族,其最大似然估计总是收敛到参数值1,无论真实参数为何,并给出了满足Cramér条件的修正版本。

Abstract

Abstract An example is given of a family of distributions on [— 1, 1] with a continuous one-dimensional parameterization that joins the triangular distribution (when Θ = 0) to the uniform (when Θ = 1), for which the maximum likelihood estimates exist and converge strongly to Θ = 1 as the sample size tends to infinity, whatever be the true value of the parameter. A modification that satisfies Cramér's conditions is also given.

统计学最大似然估计参数估计分布族