|
| << 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 10 van 19 gevonden artikelen
| Titel: |
Maximum likelihood estimation of the poisson distribution of r×c independent samples in the presence of linear constraints on the vector of parameters |
| Auteur: |
Gruben, M.S. David |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 22 (1993) nr. 12 pagina's 3473-3490 |
| Jaar: |
1993 |
| Inhoud: |
Consider the re independent Poisson samples, whose ijth sample is composed of nij- independent and identically distributed observations from the Poisson (λij) distribution[image omitted] , where the vector [image omitted] is subject to [image omitted] , and where H is an m×rc, matrix of m linear constraints. Maximum likelihood estimators of [image omitted] are derived in terms of the vector of Lagrangian multipliers on the m constraints. There is no closed form solution for these estimators. An algorithm for numerically solving for these estimators is proposed and examined. Tests of hypotheses may be performed based on the likelihood ratio statistic. Approximate estimators of the variance of the maximum likelihood estimators are discussed. An example of the procedure is given. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 10 van 19 gevonden artikelen
| << vorige | volgende >> |