Estimating the Parameters of a Convolution by Maximum Likelihood
卷积分布参数的最大似然估计AI 解读 ↓
本页整理公开书目信息,不生成学术质量评分。AI 解读根据题名及所注明的摘要或原文片段生成,未完成全文核验,可能有误;具体假设、证明与结论请核对原文。摘要保留来源文本,未经模型改写。
DOI 首次登记不等于接收或发表日期。部分更正、评论等条目没有独立摘要;缺少可靠材料时保留待补状态。
引用量采用 OpenAlex 单条关联记录,不合计多个记录;关联记录可能包含正式发表版本,不等于此版本单独引用。缺失不视为零,引用指标不代表论文质量。
关注作者按书目中的完整姓名匹配,同名和姓名变体需人工辨别。相关论文先按共享细分方向和具体方法排列,再参考通用方法与发表日期。
AI 根据所提供的论文材料归类:摘要研究卷积分布的一般最大似然计算,没有所列经济或金融细分方向的明确证据。
卷积分布参数的最大似然估计AI 解读 ↓
正在核对关联版本…
正在核对对应版本的资源…
In the present age of computer sophistication, computational difficulty is no longer a justification for seeking alternative and inefficient estimation procedures in place of maximum likelihood estimation, particularly when there are only two or three parameters to be estimated. Convolution densities are an example where this has occurred. It is shown that in a large class of such densities, the maximum likelihood equations can be reduced by one. Thus for a two-parameter family, only a single equation need be solved iteratively. The required formulas are derived. The problem of basing inferences on the resulting maximum likelihood estimates is briefly discussed.