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Details van artikel 6 van 9 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 froma N(μσ2) by loss of the signs of 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-1/4; if 0 is unknown the rate is or order n-1/8, 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→ 0 and n→∞).equivalent to the maximum likelihood method. Tests ofμ=0 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 6 van 9 gevonden artikelen
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