Timeline for Measure-Theoretic Definition of MLE
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
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| Oct 18, 2019 at 17:27 | comment | added | Michael Hardy | @whuber: It says "But in this definition, the MLE depends on the pointwise values of the family of distributions $f({}\cdot{}, \theta)$." It appears that the poster means that for each $\theta,$ the function $f({}\cdot{}\mid \theta)$ is a density function. $\qquad$ | |
| Oct 17, 2019 at 11:50 | comment | added | whuber♦ | @Michael That assumption doesn't seem to be in evidence: the question concerns cases that are neither discrete nor continuous. | |
| Oct 17, 2019 at 6:34 | comment | added | Michael Hardy | Why would the Radon–Nikodym theorem be used when it is given at the outset that density functions exist? The Radon–Nikodym theorem merely says that under certain assumptions a density function exists, but that is already among the hypotheses. | |
| Oct 17, 2019 at 6:29 | history | edited | Michael Hardy | CC BY-SA 4.0 |
added 19 characters in body
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| Apr 2, 2017 at 9:57 | review | Late answers | |||
| Apr 2, 2017 at 10:47 | |||||
| Apr 2, 2017 at 9:40 | history | answered | Scipio | CC BY-SA 3.0 |