Numerical comparison of maximum credibility estimates with one-step estimates and influence of estimate precision on the distribution of statistics of goodness-of-fit criteria

A. Yu. Lemeshko; E. V. Chimitova

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Numerical comparison of maximum credibility estimates with one-step estimates and influence of estimate precision on the distribution of statistics of goodness-of-fit criteria

机译：一步估计和估计精度对依托鉴定统计分布的数值比较和估计精度影响的数值比较

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Statistical properties of maximum credibility estimates (MLE) and one-step estimates (OS-estimates) obtained as the first iteration of a solution of a set of equations of a probability are explored at final volumes of sampling. It is shown, that at good initial approximations statistical properties of OS-estimations are identical to those of MLE. If the initial approximation appears insufficiently good between distribution laws MLE and OS-estimations there are significations of statistics of goodness-of-fit criteria when verifying complex hypotheses. The estimates computed using the method of moments, usually (but not always) appear good initial approximations for OS-estimations.

机译：在最终抽样的最终体积中探讨了作为第一概率的第一次方程式的第一迭代获得的最大可信度估计（MLE）和一步估计（OS-估计）的统计特性。示出了，在良好的初始近似的初始近似，OS估计的统计特性与MLE的统计特性相同。如果初始近似值在分配法律MLE和OS估计之间出现不够良好，则在验证复杂假设时有符合符合良好标准的统计数据。使用矩的方法计算的估计通常（但不总是）看起来对OS估计的初始近似值看起来很好。

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《Заводская лаборатория: Ежемес.науч.-техн. журн. по аналит. химии, физ., мат. и мех. методам исслед. материалов》 |2003年第5期|共7页
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A. Yu. Lemeshko; E. V. Chimitova;
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1. Numerical comparison of maximum credibility estimates with one-step estimates and influence of estimate precision on the distribution of statistics of goodness-of-fit criteria [J] . A. Yu. Lemeshko, E. V. Chimitova Заводская лаборатория: Ежемес.науч.-техн. журн. по аналит. химии, физ., мат. и мех. методам исслед. материалов . 2003,第5期

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2. On numerical evaluation of maximum-likelihood estimates for finite mixtures of distributions [J] . Grim Ji?í Kybernetika . 1982,第3期

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Numerical comparison of maximum credibility estimates with one-step estimates and influence of estimate precision on the distribution of statistics of goodness-of-fit criteria

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