Normal likelihoods and their relation to large sample theory of estimation

作者: D. A. SPROTT

DOI: 10.1093/BIOMET/60.3.457

关键词: Applied mathematicsDomain (mathematical analysis)Likelihood functionSampling designSampling (statistics)StatisticsNormal distributionMathematicsFrequency theoryEstimationRelation (database)

摘要: Normal likelihoods are shown to be associated with asymptotic normal distributions of large sample theory. An examination the likelihood function can indicate when standard theory estimation applied and it may inaccurate misleading do so. Transformations that improve accuracy so extend domain application methods sometimes suggested by their effect on function. therefore prove useful in usual frequency approach estimation.

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