ON A PROPERTY OF DISTRIBUTIONS ADMITTING SUFFICIENT STATISTICS

成果类型:
Article
署名作者:
HUZURBAZAR, VS
刊物名称:
BIOMETRIKA
ISSN/ISSBN:
0006-3444
DOI:
10.1093/biomet/36.1-2.71
发表日期:
1949
页码:
7174
关键词:
摘要:
For a distribution with probability density function [image] and likelihood function L, it is shown that [image] where both evaluations are made at [theta]j the maximum likelihood estimates of the [theta]j This property is used to simplify calculations of the variances and covariances of the maximum likelihood estimates for large samples. In case the [theta] are linearly independent, it follows that the likelihood equations have a unique maximizing solution for samples of any size.