✦ LIBER ✦
Maximum Likelihood Estimation of Means and Variances from Normal Populations Under Simultaneous Order Restrictions
✍ Scribed by N.Z. Shi
- Publisher
- Elsevier Science
- Year
- 1994
- Tongue
- English
- Weight
- 380 KB
- Volume
- 50
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
✦ Synopsis
For (k) normal populations with unknown means (\mu_{i}) and unknown variances (\sigma_{t}^{2}), (i=1, \ldots, k), assume that there are some order restrictions among the means and variances, respectively, for example, simple order restrictions: (\mu_{1} \leqslant \mu_{2} \leqslant \cdots \leqslant \mu_{k}) and (\sigma_{1}^{2} \geqslant \sigma_{2}^{2} \geqslant \cdots \geqslant \sigma_{k}^{2}>0). Some properties of maximum likelihood estimation of (\mu_{i} s) and (\sigma_{i}^{2}) are discussed and an algorithm of obtaining the maximum likelihood estimators under the order restrictions is proposed. 1994 Academic Press, Inc.