Efficient algorithms for estimating the width of nearly normal distributions
โ Scribed by Carl W. Akerlof
- Publisher
- Elsevier Science
- Year
- 1983
- Weight
- 347 KB
- Volume
- 211
- Category
- Article
- ISSN
- 0167-5087
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๐ SIMILAR VOLUMES
It is well known that the maximum likelihood estimates (MLEs) of a multivariate normal distribution from incomplete data with a monotone pattern have closed-form expressions and that the MLEs from incomplete data with a general missing-data pattern can be obtained using the Expectation-Maximization
Srivastava gave an asymptotically efficient and consistent sequential procedure to obtain a fixed-width confidence region for the mean vector of any p-dimensional random vector with finite second moments. For normally distributed random vectors, Srivastava and Bhargava showed that the specified cove