一类独立但不相同分布的观测值的最大似然理论

1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes Pub Date : 1900-01-01 DOI:10.1109/CDC.1978.268023

Fang-kuo Sun, T. Lee

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引用次数: 5

摘要

本文讨论了基于一组独立但非同分布的观测值的正态随机变量的均值和协方差的极大似然估计。介绍了一种计算最大似然值的有效算法。研究了渐近性质，如强相合性和渐近正态性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Maximum likelihood theory for a class of independently, but nonidentically distributed observations

In this paper, maximum likelihood estimates of the mean and the covariance of a normal random variable, based on a set of independently, but nonidentically distributed observations, are discussed. An efficient algorithm for computing MLEs is introduced. The asymptotic properties such as strong consistency and asymptotic normality are examined.

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1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes

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