Independent Identically Distributed Observations. Classification of Singularities

  • I. A. Ibragimov
  • R. Z. Has’minskii
Part of the Applications of Mathematics book series (SMAP, volume 16)

Abstract

As in the preceding chapter, we shall consider below a sequence of independent, identically distributed observations X j with values in R 1. However, in order to achieve maximal clarity in the exposition, we shall study in this chapter the simplest possible model, that of estimating a location parameter. Extension of the results of this Chapter to the case of a more general model described in Section V.I does not present difficulties and does not lead to substantially new phenomena.

Keywords

Marginal Distribution Maximum Likelihood Estimator Random Function Random Measure Poisson Random Variable 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1981

Authors and Affiliations

  • I. A. Ibragimov
    • 1
  • R. Z. Has’minskii
    • 2
  1. 1.LOMILeningradUSSR
  2. 2.Doz., Institut Problem Peredači Inf.MoscowUSSR

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