Accession Number : ADA137958

Title :   On the Asymptotics of Maximum Likelihood and Related Estimators Based on Type II Censored Data.

Descriptive Note : Technical summary rept.,


Personal Author(s) : Bhattacharyya,G K

PDF Url : ADA137958

Report Date : Dec 1983

Pagination or Media Count : 27

Abstract : Some simple procedures are provided for establishing the asymptotic normality and uniform strong convergence of a class of functions that arise in the context of estimating parameters from a type II censored sample. These are used to streamline and strengthen the traditional treatment of the asymptotic theory of maximum likelihood estimators based on censored data. Further applications include the treatment of asymptotics of some modified maximum likelihood (MML) estimators. In particular, conditions are provided for the consistency and limiting normality of the MML estimators of Mehrotra and Nanda, and the asymptotic efficiencies of these estimators are evaluated. (Author)

Descriptors :   *Maximum likelihood estimation, *Asymptotic normality, Parametric analysis, Functions(Mathematics), Consistency, Convergence, Modification

Subject Categories : Numerical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE