A Property Of Maximum Likelihood Estimators In The Presence Of Location-Scale Nuisance Parameters

Abstract

Consider a three-parameter density function of the form f (x) = (l/8)gt (x-a)/8,y], where g is a known function. It is shown that the distribution of the maximum likelihood estimator of y is independent of the location and scale parameters, a and 8. Some examples of problems in which this result may have useful application are discussed. © 1973, Taylor & Francis Group, LLC. All rights reserved.

Department(s)

Mathematics and Statistics

International Standard Serial Number (ISSN)

0090-3272

Document Type

Article - Journal

Document Version

Citation

File Type

text

Language(s)

English

Rights

© 2023 Taylor and Francis Group, All rights reserved.

Publication Date

01 Jan 1973

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