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A Characterization of the Compound Multiparameter Hermite Gamma Distribution via Gauss's Principle
We consider the class of those distributions that satisfy Gauss's principle (the maximum likelihood estimator of the mean is the sample mean) and have a parameter orthogonal to the mean. It is shown that this so-called “mean orthogonal class” is closed under convolution. A previous characteriza...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Hindawi Publishing Corporation
2013
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3835847/ https://www.ncbi.nlm.nih.gov/pubmed/24298220 http://dx.doi.org/10.1155/2013/468418 |