A Note on a Nonparametric Maximum Penalized Likelihood Estimator of the Probability Density Function of a Positive Random Variable. A Maple with Positive Support.

Abstract

The 'first nonparametric maximum penalized likelihood density estimator of Good and Gaskins', corresponding to a penalty proportional to the Fisher information, is derived in the case that the density function has its support on the half-line. The computational feasibility as well as the consistency properties of the estimator are indicated. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1981
Accession Number
ADA104476

Entities

People

  • V. K. Klonias

Organizations

  • Johns Hopkins University

Tags

DTIC Thesaurus Topics

  • Air Force
  • Computer Science
  • Consistency
  • Contracts
  • Data Science
  • Estimators
  • Information Science
  • Military Research
  • Probability
  • Probability Density Functions
  • Random Variables
  • Statistics
  • Theoretical Computer Science
  • Universities

Fields of Study

  • Mathematics

Readers

  • Statistical inference.