The invariant property of maximum likelihood estimators.
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Authors
Fancher, Allen P.
Subjects
Advisors
Zehna, Peter W.
Date of Issue
1963
Date
1963
Publisher
Monterey, California: U.S. Naval Postgraduate School
Language
en_US
Abstract
Classically, the invariant property of maximum likelihood estimators has been limited by one-to-one restrictions on the transformation. This thesis defines the Induced Likelihood Function and develops a theorem which may be used to extend the invariant property to estimation problems where the one-to-one restriction is dropped. It is shown that the theorem is applicable to the k dimensional estimation problem.
Type
Thesis
Description
Series/Report No
Department
Operations Research
Organization
Naval Postgraduate School (U.S.)
Identifiers
NPS Report Number
Sponsors
Funder
Format
Citation
Distribution Statement
Approved for public release; distribution is unlimited.
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.