If you need an accessible version of this item please contact JSTOR User Support

An Inconsistent Maximum Likelihood Estimate

Thomas S. Ferguson
Journal of the American Statistical Association
Vol. 77, No. 380 (Dec., 1982), pp. 831-834
DOI: 10.2307/2287314
Stable URL: http://www.jstor.org/stable/2287314
Page Count: 4
  • Download PDF
  • Cite this Item

You are not currently logged in.

Access your personal account or get JSTOR access through your library or other institution:

login

Log in to your personal account or through your institution.

If you need an accessible version of this item please contact JSTOR User Support
An Inconsistent Maximum Likelihood Estimate
Preview not available

Abstract

An example is given of a family of distributions on [-1, 1] with a continuous one-dimensional parameterization that joins the triangular distribution (when θ = 0) to the uniform (when θ = 1), for which the maximum likelihood estimates exist and converge strongly to θ = 1 as the sample size tends to infinity, whatever be the true value of the parameter. A modification that satisfies Cramer's conditions is also given.

Page Thumbnails

  • Thumbnail: Page 
831
    831
  • Thumbnail: Page 
832
    832
  • Thumbnail: Page 
833
    833
  • Thumbnail: Page 
834
    834