MAXIMUM LIKELIHOOD ESTIMATION: A PRACTICAL THEOREM ON CONSISTENCY OF THE NONPARAMETRIC MAXIMUM LIKELIHOOD ESTIMATES WITH APPLICATIONS

Abstract

Sufficient conditions for consistency of a nonparametric maximum likelihood estimate are given which are applicable to those problems where a class of distribution functions is specified only in terms of its graphs. Consistency is proven and applications are given.

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1967
Accession Number
AD0649563

Entities

People

  • Gordon B. Crawford

Organizations

  • Boeing

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Computations
  • Consistency
  • Continuity
  • Convergence
  • Distribution Functions
  • Estimators
  • Maximum Likelihood Estimation
  • Monotone Functions
  • Observation
  • Probability
  • Random Variables
  • Sequences
  • Statistical Analysis
  • Step Functions
  • Topology
  • Weak Convergence

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.