ML Characterization of the Multivariate
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W. Stadje
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Article
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1993
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Elsevier Science
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English
β 232 KB
It is a well-known result (which can be traced back to Gauss) that the only translation family of probability densities on \(\mathbb{R}\) for which the arithmetic mean is a maximum likelihood estimate of the translation parameter originates from the normal density. We generalize this characterizatio