How to estimate statistical characteristics based on a sample: Nonparametric maximum likelihood approach leads to sample mean, sample variance, etc.

© Springer International Publishing AG 2018. In many practical situations, we need to estimate different statistical characteristics based on a sample. In some cases, we know that the corresponding probability distribution belongs to a known finite-parametric family of distributions. In such cases,...

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Main Authors: Vladik Kreinovich, Thongchai Dumrongpokaphan
Format: Book Series
Published: 2018
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Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85037861764&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/58566
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Institution: Chiang Mai University
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spelling th-cmuir.6653943832-585662018-09-05T04:26:20Z How to estimate statistical characteristics based on a sample: Nonparametric maximum likelihood approach leads to sample mean, sample variance, etc. Vladik Kreinovich Thongchai Dumrongpokaphan Computer Science © Springer International Publishing AG 2018. In many practical situations, we need to estimate different statistical characteristics based on a sample. In some cases, we know that the corresponding probability distribution belongs to a known finite-parametric family of distributions. In such cases, a reasonable idea is to use the Maximum Likelihood method to estimate the corresponding parameters, and then to compute the value of the desired statistical characteristic for the distribution with these parameters. In some practical situations, we do not know any family containing the unknown distribution. We show that in such nonparametric cases, the Maximum Likelihood approach leads to the use of sample mean, sample variance, etc. 2018-09-05T04:26:20Z 2018-09-05T04:26:20Z 2018-01-01 Book Series 1860949X 2-s2.0-85037861764 10.1007/978-3-319-70942-0_11 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85037861764&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58566
institution Chiang Mai University
building Chiang Mai University Library
country Thailand
collection CMU Intellectual Repository
topic Computer Science
spellingShingle Computer Science
Vladik Kreinovich
Thongchai Dumrongpokaphan
How to estimate statistical characteristics based on a sample: Nonparametric maximum likelihood approach leads to sample mean, sample variance, etc.
description © Springer International Publishing AG 2018. In many practical situations, we need to estimate different statistical characteristics based on a sample. In some cases, we know that the corresponding probability distribution belongs to a known finite-parametric family of distributions. In such cases, a reasonable idea is to use the Maximum Likelihood method to estimate the corresponding parameters, and then to compute the value of the desired statistical characteristic for the distribution with these parameters. In some practical situations, we do not know any family containing the unknown distribution. We show that in such nonparametric cases, the Maximum Likelihood approach leads to the use of sample mean, sample variance, etc.
format Book Series
author Vladik Kreinovich
Thongchai Dumrongpokaphan
author_facet Vladik Kreinovich
Thongchai Dumrongpokaphan
author_sort Vladik Kreinovich
title How to estimate statistical characteristics based on a sample: Nonparametric maximum likelihood approach leads to sample mean, sample variance, etc.
title_short How to estimate statistical characteristics based on a sample: Nonparametric maximum likelihood approach leads to sample mean, sample variance, etc.
title_full How to estimate statistical characteristics based on a sample: Nonparametric maximum likelihood approach leads to sample mean, sample variance, etc.
title_fullStr How to estimate statistical characteristics based on a sample: Nonparametric maximum likelihood approach leads to sample mean, sample variance, etc.
title_full_unstemmed How to estimate statistical characteristics based on a sample: Nonparametric maximum likelihood approach leads to sample mean, sample variance, etc.
title_sort how to estimate statistical characteristics based on a sample: nonparametric maximum likelihood approach leads to sample mean, sample variance, etc.
publishDate 2018
url https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85037861764&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/58566
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