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A note on the consistency of maximum likelihood estimators |
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| Authors: | Prem K. Goel |
| Affiliation: | Department of Statistics , Purdue University , W. Lafayette In., 47907 , USA |
| Abstract: | Abstract A sequence of maximum likelihood estimators based on a sequence of independent but not necessarily identically distributed random variables is shown to be consistent under certain assumptions. Some examples are given to show that these assumptions are easy to verify and not very restrictive. |
| Keywords: | |