THE FOLDED NORMAL DISTRIBUTION, III. ACCURACY OF ESTIMATION BY MAXIMUM LIKELIHOOD
Abstract
Formulae for the asymptotic variances and covariance of the maximum likelihood estimators of the parameters of the folded normal distribution are obtained. Numerical comparisons with the asymptotic variances of moments estimators are made. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Apr 01, 1961
- Accession Number
- AD0259005
Entities
People
- N.l. Johnson
Organizations
- Case Western Reserve University