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Expectations and Variances of Maximum Likelihood Estimates of the Multivariate Normal Distribution Parameters with Missing Data

โœ Scribed by Donald F. Morrison

Book ID
125223533
Publisher
American Statistical Association
Year
1971
Tongue
English
Weight
498 KB
Volume
66
Category
Article
ISSN
0162-1459

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The maximum likelihood estimator (MLE) of the correlation coefficient and its asymptotic properties are well-known for bivariate normal data when no observations are missing. The situation in which one of the two variates is not observed in some of the data is examined herein. The MLE of the correla