Accession Number : AD0739441

Title :   Asymptotic Normality of the Maximum Likelihood Estimate in the Independent not Identically Distributed Case.

Descriptive Note : Technical rept.,

Corporate Author : WISCONSIN UNIV MADISON DEPT OF STATISTICS

Personal Author(s) : Philippou,A. N. ; Roussas,G. G.

Report Date : DEC 1971

Pagination or Media Count : 19

Abstract : In the paper, the authors assume the existence and consistency of the maximum likelihood estimate (MLE) in the independent not identically distributed (i.n.i.d.) case and the authors establish its asymptotic normality. The regularity conditions employed do not involve the third order derivatives of the underlying probability density functions (p.d.f.'s). (Author)

Descriptors :   (*STATISTICAL ANALYSIS, DECISION THEORY), PROBABILITY DENSITY FUNCTIONS, SET THEORY, MEASURE THEORY, THEOREMS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE