Methodology for efficiency and alteration of the likelihood system
By: Robert R. Read
Contributors: Naval Postgraduate School (U.S.)
Publisher: Naval Postgraduate School
Published: 1977
Place of publication: Monterey, California
Language: eng
Number of pages: 36
Subjects: Probabilities; Mathematical statistics; Matrices; Estimation theory
Description: Although maximum likelihood estimates are asymptotically efficient, they are often very hard to find. If this difficulty is caused by some, but not all, of the equations in the system it may be possible to alter the system and make it more manageable. The asymptotic covariance matrix of the new estimate is related to the information matrix. This relationship is characterized and some interpretations are made. Background material on efficiency and lower bounds is included. (
Notes: Title from cover.

"March 1977"--Cover.

"NPS55-77-9"--Cover.

DTIC Identifiers: Maximum likelihood estimation.

Author(s) key words: Efficiency, estimation, maximum likelihood.

Includes bibliographical references (p. 36).

"Approved for public release; distribution unlimited"--Cover.

Technical report; 15 March 1977.