Asymptotic Normality of the Maximum Likelihood Estimate in the Independent not Identically Distributed Case.

Abstract

In the paper, the authors assume the existence and consistency of the maximum likelihood estimate (MLE) in the independent not identically distributed (i.n.i.d.) case and the authors establish its asymptotic normality. The regularity conditions employed do not involve the third order derivatives of the underlying probability density functions (p.d.f.'s). (Author)

Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1971
Accession Number
AD0739441

Entities

People

  • A. N. Philippou
  • G. G. Roussas

Organizations

  • University of Wisconsin–Madison

Tags

DTIC Thesaurus Topics

  • Asymptotic Normality
  • Computing-Related Activities
  • Consistency
  • Data Science
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics
  • Normality
  • Probability
  • Probability Density Functions
  • Statistical Analysis

Fields of Study

  • Mathematics

Readers

  • Statistical inference.