Ghosh, J. K. ; Sinha, B. K. ; Joshi, S. N. (1980) A property of maximum likelihood estimator Sankhya Series B, 42 . pp. 143-152. ISSN 0581-5738
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Abstract
Roughly speaking our object in this note is to prove that under standard regularity conditions, with probability tending to one, the maximum likelihood estimate lies in 100(1 - α)% confidence set (0 < α < 1) determined by the family of locally most powerful unbiased tests of H0(θ =θ0 ) vs H1(θ ≠ θ0 ) ; a sort of converse is also proved.
| Item Type: | Article |
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| Source: | Copyright of this article belongs to Indian Statistical Institute. |
| ID Code: | 22671 |
| Deposited On: | 24 Nov 2010 08:03 |
| Last Modified: | 02 Jun 2011 07:23 |
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