A generalized maximum likelihood characterization of the normal distribution |
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Authors: | W. Stadje |
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Affiliation: | 1. Fachbereich Mathematik/Informatik, Universit?t Osnabrück, Albrechtstra?e 28, 4500, Osnabrück, FRG
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Abstract: | LetP be a probability measure on ℝ andI x be the set of alln-dimensional rectangles containingx. If for allx ∈ ℝn and θ ∈ ℝ the inequality holds,P is a normal distributioin with mean 0 or the unit mass at 0. The result generalizes Teicher’s (1961) maximum likelihood characterization of the normal density to a characterization ofN(0, σ2) amongall distributions (including those without density). The m.l. principle used is that of Scholz (1980). |
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