THE INVARIANT PROPERTY OF MAXIMUM LIKELIHOOD ESTIMATORS

Abstract

Classically, the invariant property of maximum likelihood estimators has been limited by one-to-one restrictions on the transformation. This thesis defines the Induced Likelihood Function and develops a theorem which may be used to extend the invariant property to estimation problems where the one-to-one restriction is dropped. It is shown that the theorem is applicable to the k dimensional estimation problem.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1963
Accession Number
AD0480873

Entities

People

  • Allen P. Fancher

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Data Science
  • Distribution Theory
  • Estimators
  • Information Science
  • Invariance
  • Maximum Likelihood Estimation
  • Method Of Moments
  • Normal Distribution
  • Probability
  • Probability Density Functions
  • Probability Distributions
  • Random Variables
  • Schools
  • Statistical Estimation
  • Statistics
  • United States
  • Universities

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Calculus or Mathematical Analysis