In this example, the log likelihood function of the SSM is computed using prediction error decomposition. The annual real GNP series, y t, can be decomposed as where ...

A likelihood function for the frequency of the A1 allele when 2 A1 alleles are observed in a sample of 10 alleles. The vertical dashed line is drawn through the maximum value of the likelihood ...

The following data are taken from Lawless (1982, p.193) and represent the number of days it took rats painted with a carcinogen to develop carcinoma. The last 2 observations are censored data from a ...

A bias-correction factor for the maximum likelihood estimator of the log common odds ratio for sparse data is derived, which is applicable when the design is balanced and/or when the number of strata ...

In testing a null hypothesis on the basis of independent and identically distributed observations let $\hat{T}_{n}$ be the normalized likelihood ratio statistic and let $\hat{L}_{n}$ be the level ...