ESTIMATION OF PARAMETERS WITH INCOMPLETE DATA.
Final rept. on Themis optimization research program,
TEXAS A AND M UNIV COLLEGE STATION INST OF STATISTICS
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A general approach is described for the problem of estimating parameters in a multivariate distribution with incomplete or fragmentary data. Special attention is given to the case of multivariate normal populations but an example with the multinomial distribution is given to indicate the generality of the method. The approach taken in this paper is also applicable to the problem of optimally combining information from different sources when the different sources may provide only fragmentary information.
- Statistics and Probability