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Title: How to estimate statistical characteristics based on a sample: Nonparametric maximum likelihood approach leads to sample mean, sample variance, etc.
Authors: Vladik Kreinovich
Thongchai Dumrongpokaphan
Authors: Vladik Kreinovich
Thongchai Dumrongpokaphan
Keywords: Computer Science
Issue Date: 1-Jan-2018
Abstract: © Springer International Publishing AG 2018. In many practical situations, we need to estimate different statistical characteristics based on a sample. In some cases, we know that the corresponding probability distribution belongs to a known finite-parametric family of distributions. In such cases, a reasonable idea is to use the Maximum Likelihood method to estimate the corresponding parameters, and then to compute the value of the desired statistical characteristic for the distribution with these parameters. In some practical situations, we do not know any family containing the unknown distribution. We show that in such nonparametric cases, the Maximum Likelihood approach leads to the use of sample mean, sample variance, etc.
ISSN: 1860949X
Appears in Collections:CMUL: Journal Articles

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