Consider the following problem: if the maximum likelihood estimate of a location parameter of a population is given by the sample mean, is it true that the distribution is of normal type? The answer is positive and the proof has been given by Gauss (1809) although without using the likelihood terminology. We revisit this result in a modern context and present a simple and rigorous proof. Extensions to a $p$-dimensional population and to the case with a parameter additional to that of location are also considered
One of the characterization problems of statistics is reconstruction of types when observations can ...
The asymptotic normality of the maximum likelihood estimator (MLE) under regularity conditions is a ...
I will start by presenting some Hellinger accuracy results for the Nonparametric Maximum Likelihood ...
Consider the following problem: if the maximum likelihood estimate of a location parameter of a popu...
peer reviewedA famous characterization theorem due to C. F. Gauss states that the maximum likelihood...
The normal distribution is a very important distribution in probability theory and statisticsand has...
The problem of determining a statistical population belonging to a certain class of distributions is...
Phenomena with a constrained sample space appear frequently in practice. This is the case e.g. with ...
AbstractIt is a well-known result (which can be traced back to Gauss) that the only translation fami...
A property of distributions admitting sufficient statistics is obtained, connecting the likelihood f...
Common nearly best linear estimates of location and scale parameters of normal and logistic distribu...
Undoubtedly, the normal distribution is the most popular distribution in statistics. In this paper, ...
International audienceThe modeling of sample distributions with generalized Gaussian density (GGD) h...
Abstract We seem to be surrounded by bell curves-curves more formally known as normal distributions,...
this paper. The Central Limit Theorem explains why the normal distribution is so commonly , r observ...
One of the characterization problems of statistics is reconstruction of types when observations can ...
The asymptotic normality of the maximum likelihood estimator (MLE) under regularity conditions is a ...
I will start by presenting some Hellinger accuracy results for the Nonparametric Maximum Likelihood ...
Consider the following problem: if the maximum likelihood estimate of a location parameter of a popu...
peer reviewedA famous characterization theorem due to C. F. Gauss states that the maximum likelihood...
The normal distribution is a very important distribution in probability theory and statisticsand has...
The problem of determining a statistical population belonging to a certain class of distributions is...
Phenomena with a constrained sample space appear frequently in practice. This is the case e.g. with ...
AbstractIt is a well-known result (which can be traced back to Gauss) that the only translation fami...
A property of distributions admitting sufficient statistics is obtained, connecting the likelihood f...
Common nearly best linear estimates of location and scale parameters of normal and logistic distribu...
Undoubtedly, the normal distribution is the most popular distribution in statistics. In this paper, ...
International audienceThe modeling of sample distributions with generalized Gaussian density (GGD) h...
Abstract We seem to be surrounded by bell curves-curves more formally known as normal distributions,...
this paper. The Central Limit Theorem explains why the normal distribution is so commonly , r observ...
One of the characterization problems of statistics is reconstruction of types when observations can ...
The asymptotic normality of the maximum likelihood estimator (MLE) under regularity conditions is a ...
I will start by presenting some Hellinger accuracy results for the Nonparametric Maximum Likelihood ...