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This article is cited in 1 scientific paper (total in 1 paper)
On the distribution of the number of steps in an estimate of monotone trend
M. P. Krivenko, K. V. Strel'tsova a Research Institute "Kvant", Moscow
Abstract:
We consider a sequence of independent random variables whose probability distributions differ only by a one-dimensional parameter of the density and investigate the maximum likelihood estimate of a monotone trend of the parameter. Using the decomposability property of the estimate, we obtain new results on the distribution of the number of steps of this estimate in the case of discrete distributions. These results are given in a convenient form in terms of formal power series.
Keywords:
maximum likelihood estimate, monotone trend of a parameter, distribution of the number of steps, formal power series.
Received: 15.03.1993
Citation:
M. P. Krivenko, K. V. Strel'tsov, “On the distribution of the number of steps in an estimate of monotone trend”, Teor. Veroyatnost. i Primenen., 41:1 (1996), 53–64; Theory Probab. Appl., 41:1 (1997), 25–34
Linking options:
https://www.mathnet.ru/eng/tvp2774https://doi.org/10.4213/tvp2774 https://www.mathnet.ru/eng/tvp/v41/i1/p53
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