Examples of Likelihoods and Comparison with Point Estimates and Large Sample Approximations
作者:
D.A. Sprott,
JohnD. Kalbfleisch,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1969)
卷期:
Volume 64,
issue 326
页码: 468-484
ISSN:0162-1459
年代: 1969
DOI:10.1080/01621459.1969.10500988
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The exact likelihood functions are examined for several examples of data chosen from the literature. These are compared with the likelihoods arising from the large sample approximations and with point estimates that were actually used in the literature. It is concluded that large sample approximations (application of standard maximum likelihood theory) can be misleading for inferences and should be checked against the actual likelihood functions. Similarly point estimates can be misleading or uninformative and their properties such as bias, variance, etc. are relatively unimportant. Because of the availability of high speed computers, exact methods and asymptotic comparisons are now feasible and this should be reflected where possible in the theory and application of statistical inference.
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