MATHEMATICAL ENGINEERING TECHNICAL REPORTS Strong consistency of MLE for finite uniform mixtures when the scale parameters are exponentially small
نویسندگان
چکیده
We consider maximum likelihood estimation of finite mixture of uniform distributions. We prove that the maximum likelihood estimator is strongly consistent, if the scale parameters of the component uniform distributions are restricted from below by exp(−nd), 0 < d < 1, where n is the sample size.
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MATHEMATICAL ENGINEERING TECHNICAL REPORTS Strong consistency of MLE for finite mixtures of location-scale distributions when the scale parameters are exponentially small
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