Small sample properties of the maximum likelihood estimators of the parameters μ and σ from a grouped sample of a normal population

DOI10.1080/03610918808812658zbMath0695.62086OpenAlexW2017679561MaRDI QIDQ3471412

Friedrich Schmid, Martin Schader

Publication date: 1988

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918808812658

zbMATH Keywords

maximum likelihood estimationMonte Carlo simulationNewton-Raphson algorithmvariance estimationsmall sample propertiesscoring algorithmgrouped samples

Mathematics Subject Classification ID

Point estimation (62F10)

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Maximum-Likelihood-Schätzung aus gruppierten Daten -- eine Übersicht. (Maximum likelihood estimation with grouped data -- a survey) ⋮ Optimum class limits for ml estimation in two-parameter gamma distribution from a grouped data ⋮ Planning Life Tests Based on Progressively Type-I Grouped Censored Data from the Weibull Distribution

Cites Work

• Maximum-Likelihood-Schätzung aus gruppierten Daten -- eine Übersicht. (Maximum likelihood estimation with grouped data -- a survey)
• Pseudo-random numbers - a new proposal for the choice of multiplicators
• Alternative parameter estimators based upon grouped data
• A Note on the Generation of Random Normal Deviates
• The Effect of Grouping on the Variance and Bias of the Maximum Likelihood Estimator of the Poisson Parameter--Some Monte Carlo Results
• Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
• Linear Statistical Inference and its Applications