Maximum Likelihood Estimation from Linear Combinations of Discrete Probability Functions
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离散概率函数线性组合的最大似然估计AI 解读 ↓
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In this article the problem of obtaining the maximum likelihood estimates of the parameters from a special type of linear combination of discrete probability functions is discussed. It is shown that when the sample is completely categorized the estimation problem is no more complicated that that of estimating the parameters of each of the component probability functions separately. When the sample is less than completely classified an iterative procedure must be used to obtain solutions to the likelihood equations and it is shown how the problem reduces to that of the full data case. A discussion of the asymptotic properties of the resulting estimators follows.
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