An Inconsistent Maximum Likelihood Estimate
- 1 December 1982
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 77 (380) , 831
- https://doi.org/10.2307/2287314
Abstract
An example is given of a family of distributions on [— 1, 1] with a continuous one-dimensional parameterization that joins the triangular distribution (when Θ = 0) to the uniform (when Θ = 1), for which the maximum likelihood estimates exist and converge strongly to Θ = 1 as the sample size tends to infinity, whatever be the true value of the parameter. A modification that satisfies Cramér's conditions is also given.Keywords
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