In this article the problem of obtaining the maximum likelihood estimates of the parameters from a special type of linear combination of discrete probability functions is discussed. It is shown that ...

This is a preview. Log in through your library . Abstract We focus on a class of non-standard problems involving non-parametric estimation of a monotone function that is characterized by n1/3 rate of ...

and is the normal probability function. This is the likelihood function for a binary probit model. This likelihood is strictly positive so that you can take a square root of and use this as your ...

The challenge of using small sample sizes for operational risk capital models fitted via maximum likelihood estimation is well recognized, yet the literature ...

The following data are taken from Lawless (1982, p.193) and represent the number of days it took rats painted with a carcinogen to develop carcinoma. The last 2 observations are censored data from a ...