Accession Number : AD0673973

Title :   ESTIMATING THE PARAMETERS OF A LINEAR FUNCTION OF A RANDOM VARIABLE.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CALIF DEPT OF STATISTICS

Personal Author(s) : Sclove,Stanley L. ; Van Ryzin,John

Report Date : 30 JUN 1968

Pagination or Media Count : 21

Abstract : Suppose we have a sample of independent observations which are values of a linear function of a random variable, and we wish to find maximum likelihood estimators for the two parameters of the linear function. If the support of the random variable is the whole real axis, the maximum likelihood estimators can be found by the usual methods; in other cases restricted maximization techniques must be used. We restricted attention to the cases in which the support is an infinite interval or a lattice and the density of the random variable is non-increasing over the support. Special attention is given to the exponential and geometric distributions. If the parameter of the distribution is also unknown, its maximum likelihood estimator can also be obtained, when the support of the random variable is a lattice. (Author)

Descriptors :   (*DECISION THEORY, RANDOM VARIABLES), STATISTICAL DISTRIBUTIONS, MEASURE THEORY, SAMPLING, STOCHASTIC PROCESSES, THEOREMS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE