The Asymptotic Variance of the Estimated Proportion Truncated from a Normal Population
作者:
JamesN. Hansen,
Scott Zeger,
期刊:
Technometrics
(Taylor Available online 1980)
卷期:
Volume 22,
issue 2
页码: 271-274
ISSN:0040-1706
年代: 1980
DOI:10.1080/00401706.1980.10486144
出版商: Taylor & Francis Group
关键词: Asymptotic variance;Maximum likelihood estimation;Truncated normal distribution
数据来源: Taylor
摘要:
Cohen (1959, 1961) has derived simplified maximum likelihood estimators of the parameters μ and σ of a truncated normal distribution, as well as the asymptotic covariance matrix of the parameter estimates. In certain applications we need to estimate the proportion truncated or the reciprocal of this proportion and would like to know the variances of these estimates. In this paper we derive asymptotic variances for the above estimates and present the results of a simulation study which examines the rate of convergence of these variances to the asymptotic values.
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