A NOTE ON MAXIMUM LIKELIHOOD,

Abstract

An inequality derived by elementary matrix algebra, is applied to show that the maximum likelihood estimation is a dispersion matrix. A comment is made on the use of instrumental variables. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1963
Accession Number
AD0623070

Entities

People

  • G. S. Watson

Organizations

  • Johns Hopkins University

Tags

DTIC Thesaurus Topics

  • Algebra
  • Data Science
  • Dispersions
  • Inequalities
  • Information Science
  • Mathematics
  • Maximum Likelihood Estimation
  • Statistics

Fields of Study

  • Mathematics