Consistency and Asymptotic Normality
نویسندگان
چکیده
The consistency and asymptotic normality of minimum contrast estimation (which includes the maximum likelihood estimation as a special case) is established if the sample is from a renewal process and the observation time tends to innnity. It is shown, that the conditions for consistency and asymptotic normality for maximum likelihood estimation are fulllled if the distribution of the time between two renewals is Weibull or Maxwell. This fact is used to construct simultaneous conndence regions for the parameters of the Weibull distribution and a conndence intervall for the parameter of the Maxwell distribution.
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