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This article is cited in 1 scientific paper (total in 1 paper)
On properties of the likelihood function in the problem of estimation of the instants of changes of the success probability in nonhomogeneous Bernoulli trials
M. I. Tikhomirova, V. P. Chistyakov
Abstract:
We obtain the expression of the statistic which is a linear function of the logarithm of the likelihood function and investigate properties of the mathematical expectation of this function. The results obtained can be applied to the estimation of instants of changes of the success probability in Bernoulli trials.
Received: 20.06.2006
Citation:
M. I. Tikhomirova, V. P. Chistyakov, “On properties of the likelihood function in the problem of estimation of the instants of changes of the success probability in nonhomogeneous Bernoulli trials”, Diskr. Mat., 22:2 (2010), 60–65; Discrete Math. Appl., 20:2 (2010), 213–220
Linking options:
https://www.mathnet.ru/eng/dm1095https://doi.org/10.4213/dm1095 https://www.mathnet.ru/eng/dm/v22/i2/p60
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