Maximum likelihood estimation for generalised logistic distributions

被引：16

作者：

Shao, QX ^{[1
]}

机构：

[1] CSIRO, Wembley, WA 6913, Australia

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2002年 / 31卷 / 10期

关键词：

embedded distribution; Gumbel distribution; Lehmann's power generalisation; limiting distribution; reciprocal exponential distribution;

D O I：

10.1081/STA-120014908

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Maximum likelihood estimation for the type I generalised logistic distributions is investigated. We show that the maximum likelihood estimation usually exists, except when the so-called embedded model problem occurs. A full set of embedded distributions is derived, including Gumbel distribution and a two-parameter reciprocal exponential distribution. Properties relating the embedded distributions are given. We also provide criteria to determine when the embedded distribution occurs. Examples are given for illustration.

引用

页码：1687 / 1700

页数：14

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