Deriving Generalized Means as Least Squares and Maximum Likelihood Estimates
作者:
RogerL. Berger,
George Casella,
期刊:
The American Statistician
(Taylor Available online 1992)
卷期:
Volume 46,
issue 4
页码: 279-282
ISSN:0003-1305
年代: 1992
DOI:10.1080/00031305.1992.10475904
出版商: Taylor & Francis Group
关键词: Arithmetic mean;Exponential family;Geometric mean;Harmonic mean
数据来源: Taylor
摘要:
Functions called generalized means are of interest in statistics because they are simple to compute, have intuitive appeal, and can serve as reasonable parameter estimates. The well-known arithmetic, geometric, and harmonic means are all examples of generalized means. We show how generalized means can be derived in a unified way, as least squares estimates for a transformed data set. We also investigate models that have generalized means as their maximum likelihood estimates.
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