島根大学理学部紀要

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島根大学理学部紀要 26
1992-12-25 発行

変化する原点を持つ3母数分布からの区間データに基づく最尤推定値の存在のための判定法の良さについて

On the Goodness of a Criterion for the Existence of an MLE's Based on Interval-censored Data from Some Three-parameter Distribution with a Shifted Origin
中村 忠
平井 安久
ファイル
内容記述(抄録等)
By a method called the probability contents boundary an derived a criterion for the existence of a maximum likelihood estimate when observations are interval-censored. We show that this criterion is good if the Hessian matrix of the log-likelihood is negative definite on a convex subset of the parameter space, A detaild discussion on the log-likelihood is also given.
NCID
AN00108106