随机删失情形下分布参数的最大似然估计的重对数律
A LAW OF THE ITERATED LOGARITHM FOR MAXIMUM LIKELIHOOD ESTIMATOR BASED ON RANDOMLY CENSORED DATA
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摘要: 本文讨论了随机删失情形下分布参数的最大似然估计。证明了最大似然估计的收敛速度符合重对数律。Abstract: This paper is concerned with the Maximum Likelihood Estimator (MLE) based on Randomly censored data. It is proved that the MLE converges to the true parameter at the rate of the law of iterated logarithm under some conditions.