On the Maximum Likelihood Estimate of Cell Probabilities.
Abstract
The paper contains a study of the law of the iterated logarithm for differences between empirical frequencies and true cell probabilities when there are a countable number of cells. It is shown that upper and lower classes for the normalized maximum of the absolute differences are precisely those for (the normalized absolute differences for) a cell whose probability is closest to 1/2. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 31, 1970
- Accession Number
- AD0714273
Entities
People
- David Siegmund
- Richard Olshen
Organizations
- Stanford University