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An Inconsistent Maximum Likelihood Estimate

 

作者: ThomasS. Ferguson,  

 

期刊: Journal of the American Statistical Association  （Taylor Available online 1982）
卷期: Volume 77, issue 380  

页码: 831-834

 

ISSN:0162-1459

 

年代: 1982

 

DOI:10.1080/01621459.1982.10477894

 

出版商: Taylor & Francis Group

 

关键词: Maximum likelihood estimates;Inconsistency;Asymptotic efficiency;Mixtures

 

数据来源: Taylor

 

摘要:

An example is given of a family of distributions on [— 1, 1] with a continuous one-dimensional parameterization that joins the triangular distribution (when Θ = 0) to the uniform (when Θ = 1), for which the maximum likelihood estimates exist and converge strongly to Θ = 1 as the sample size tends to infinity, whatever be the true value of the parameter. A modification that satisfies Cramér's conditions is also given.

 

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