Maximum likelihood characterization of distributions
نویسندگان
چکیده
منابع مشابه
Maximum likelihood characterization of distributions
Gauss’ principle states that the maximum likelihood estimator of the parameter in a location family is the sample mean for all samples of all sample sizes if and only if the family is Gaussian. There exist many extensions of this result in diverse directions. In this paper we propose a unified treatment of this literature. In doing so we define the fundamental concept of minimal necessary sampl...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2014
ISSN: 1350-7265
DOI: 10.3150/13-bej506