论文信息 - Maximum likelihood prediction

Maximum likelihood prediction

The principle of maximum likelihood is applied to the joint prediction and estimation of a future random variable and an unknown parameter. We assume dependence between present and future, and the approach is non-Bayesian. Our principal application is to the prediction of higher order statistics from lower ones in Type II censored random samples. Some simple criteria for existence and uniqueness of the predictor are given for this situation and the methods are illustrated with several examples.

Kenneth S. Kaminsky | Lennart S. Rhodin | K. Kaminsky | L. Rhodin

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