首页   按字顺浏览 期刊浏览 卷期浏览 Small sample properties of the maximum likelihood estimators of the parameters μ ...
Small sample properties of the maximum likelihood estimators of the parameters μ and σ from a grouped sample of a normal population

 

作者: Martin Schader,   Friedrich Schmid,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1988）
卷期: Volume 17, issue 1  

页码: 229-239

 

ISSN:0361-0918

 

年代: 1988

 

DOI:10.1080/03610918808812658

 

出版商: Marcel Dekker, Inc.

 

关键词: Monte Carlo Simulation;Scoring Algorithm;Newton-Raphson Algorithm;Maximum Likelihood Estimation;Grouped Samples;Small Sample Properties;Variance Estimation

 

数据来源: Taylor

 

摘要:

Small sample bias and variance of the ML estimators of the parameters μ, and σ of grouped observations from a normal distribution are investigated using Monte Carlo simulation. The usefulness of the estimates of the variance of ML estimators which can be taken from the last iteration of the Scoring and Newton-Raphson algorithm is shown. In addition the small sample levels of some tests on μ and σ which are based on the asymptotic normality of the ML estimators are determined by Monte Carlo simulation

 

点击下载:  PDF (307KB)



返 回