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The numerical evaluation of the maximum-likelihood estimate of a subset of mixture proportions
| Content Provider | NASA Technical Reports Server (NTRS) |
|---|---|
| Author | Peters Jr., B. C. Walker, H. F. |
| Copyright Year | 1976 |
| Description | Necessary and sufficient conditions are given for a maximum likelihood estimate of a subset of mixture proportions. From these conditions, likelihood equations are derived satisfied by the maximum-likelihood estimate and a successive-approximations procedure is discussed as suggested by equations for numerically evaluating the maximum-likelihood estimate. It is shown that, with probability one for large samples, this procedure converges locally to the maximum-likelihood estimate whenever a certain step-size lies between zero and two. Furthermore, optimal rates of local convergence are obtained for a step-size which is bounded below by a number between one and two. |
| File Size | 1808453 |
| Page Count | 16 |
| File Format | |
| Alternate Webpage(s) | http://archive.org/details/NASA_NTRS_Archive_19760019840 |
| Archival Resource Key | ark:/13960/t1rg0hs64 |
| Language | English |
| Publisher Date | 1976-02-01 |
| Access Restriction | Open |
| Subject Keyword | Statistics And Probability Numerical Analysis Maximum Likelihood Estimates Probability Theory Convergence Ntrs Nasa Technical Reports Server (ntrs) Nasa Technical Reports Server Aerodynamics Aircraft Aerospace Engineering Aerospace Aeronautic Space Science |
| Content Type | Text |
| Resource Type | Technical Report |
