Maximum Likelihood Estimation for a Class of Multinomial Distributions Arising in Reliability.
CALIFORNIA UNIV DAVIS DEPT OF MATHEMATICS
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Let X sub i, i1,..., k be independent Bernoulli random variables with potentially different probabilities of success p sub i, i-1,..., k. This situation is denoted by X sub i approx B1,pi, i1,...,k. Let Y sub over i 1 to k of X sub i and assume that a random sample Y1, Y2, ..., Yn is available. The common distribution of these Ys is the k-fold convolution to be denoted i 1 to k. This note concerns the estimation of the parameters of this convolution based on the Y sample via the method of maximum likelihood.
- Statistics and Probability