Song Yijun, Li Buxi, Li Jihong. A Law of the Iterated Logarithm for MLE Based on Random Censoring Model with Incomplete Information[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(2): 113-125.
Citation:
Song Yijun, Li Buxi, Li Jihong. A Law of the Iterated Logarithm for MLE Based on Random Censoring Model with Incomplete Information[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(2): 113-125.
Song Yijun, Li Buxi, Li Jihong. A Law of the Iterated Logarithm for MLE Based on Random Censoring Model with Incomplete Information[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(2): 113-125.
Citation:
Song Yijun, Li Buxi, Li Jihong. A Law of the Iterated Logarithm for MLE Based on Random Censoring Model with Incomplete Information[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(2): 113-125.
A Law of the Iterated Logarithm for MLE Based on Random Censoring Model with Incomplete Information
In this paper, we prove that MLE for life distributed parameter converges to the true parameter at the rate of the law of iterated logarithm. At the same time, we verify that Weibull distribution and lognormal distribution are stratified with conditions (\Phi) proposed here.
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