Maximum Likelihood Estimation of a Translation Parameter of a Truncated Distribution
Woodroofe, Michael
Ann. Math. Statist., Tome 43 (1972) no. 6, p. 113-122 / Harvested from Project Euclid
Let $f_\theta(x) = f(x - \theta), \theta, x\in R$, where $f(x) = 0$ for $x \leqq 0$ and let $\hat{\theta}_n$ be the maximum likelihood estimate (MLE) of $\theta$ based on a sample of size $n$. If $\alpha = \lim f'(x)$ exists as $x \rightarrow 0$, and $0 < \alpha < \infty$, then under some regularity conditions, it is shown that $\alpha_n(\hat{\theta}_n - \theta)$ has an asymptotic standard normal distribution where $2\alpha_n^2 = \alpha n \log n$ and that if $\theta$ is regarded as a random variable with a prior density, then the posterior distribution of $\alpha_n(\theta - \hat{\theta}_n)$ converges to normality in probability.
Publié le : 1972-02-14
Classification: 
@article{1177692707,
     author = {Woodroofe, Michael},
     title = {Maximum Likelihood Estimation of a Translation Parameter of a Truncated Distribution},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 113-122},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177692707}
}
Woodroofe, Michael. Maximum Likelihood Estimation of a Translation Parameter of a Truncated Distribution. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  113-122. http://gdmltest.u-ga.fr/item/1177692707/