分组数据下参数极大似然估计渐近有效性
분조수거하삼수겁대사연고계점근유효성
ASYMPTOTICAL EFFICIENCY OFMLE WITH GROUPED DATA
  • 万方数据
    系统科学与数学 계통과학여수학
    JOURNAL OF SYSTEMS SCIENCE AND MATHEMATICAL SCIENCES
    2001年 2期 250-256 ,共7页

    薛宏旗%宋立新

    설굉기%송립신

    分组数据%极大似然估计%Bahadur渐近有效性 分組數據%極大似然估計%Bahadur漸近有效性
    분조수거%겁대사연고계%Bahadur점근유효성
    当数据为分组型时，本文证明了一般分布的参数的极大似然估计具有指数收敛速度，并具有Bahadur渐近有效性.
    당수거위분조형시，본문증명료일반분포적삼수적겁대사연고계구유지수수렴속도，병구유Bahadur점근유효성.
    In this paper,the convergence rate of the MLE with grouped data is discussed.Under some mild conditions, it is shown that the MLE converges to the true parameter at an exponential rate. Furthermore, the MLE is Bahadur asymptotically efficient, i.e. it has the best exponential rate.
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