|
| << vorige | volgende >> |
Tijdschrift beschrijving
Alle jaargangen van het bijbehorende tijdschrift
Alle afleveringen van het bijbehorende jaargang
Alle artikelen van de bijbehorende aflevering
Details van artikel 5 van 8 gevonden artikelen
| Titel: |
On Estimation and Testing for the Folded Normal Distribution |
| Auteur: |
Sundberg, Rolf |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 3 (1974) nr. 1 pagina's 55-72 |
| Jaar: |
1974 |
| Inhoud: |
For the folded normal distribution, generated from a N(μ σ2) by loss of the signs of the observations, μ = O corresponds to a non-regular case of estimation and testing. The large sample behaviour of the maximum likelihood estimate in this non-regular case is investigated. If σ is known, the estimate of μ is consistent at a rate of convergence of order n-¼; if σ is unkown the rate is of order n-⅛, as the sample size n tends to infinity. As a by-product it is shown that a moment method of estimation proposed by Elandt (1961) is locally asymptotically (as μ/σ → O and n → ∞) equivalent to the maximum likelihood method. Tests of μ = O are derived from the point of view of local optimality. In direct correspondence to the slow consistency of the estimates, the tests have very slowly increasing power functions. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 5 van 8 gevonden artikelen
| << vorige | volgende >> |