ON THE MAXSIMUM PSEVDO-LIKELIHOOD ESTIMATION OF A DISTRIBUTION PARAMETERS BY GROUPED OBSERVATIONS WITH CENSORING

Author: Mzevinar Patsatsia
Co-authors: Giorgi lominashvili
Annotation:

The paper considers the problem of estimation of probability distribution paramepers by using grouped observations. In some groups, observation invoives not individual values of a random variable, but only their total quantity, whereas some groups are censored for the observer so that the quantity of elements contained in them is unknown. For such a sampling, the maxsimum pseudo-likelihood method is used, the question of asymptotic consistency and asymptotic affectiveness of such estimators is investigated.The consideration is concretized for the estimator of a mean normal distribution.

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განაწილების პარამეტრების ფსევდო-მაქსიმალური დასაჯერობის მეთოდით შეფასების შესახებ ცენზურირებული დაჯგუფებული მონაცემებისათვის [ka]