On 10 Mar 2003 at 20:11, driver_writer wrote:
yes. Kjetil Halvorsen > If I had three parameters: eta, lambda1, lambda2 > s.t. eta = (lambda1 - lambda2), > then is it true that the MLE(eta) = MLE(lambda1) - MLE(lambda2)? > > Here the MLE (Maximum Likelihood Estimate) is derived from > d(lambda1|y)/d(lambda1) = 0. > Also, assume an average sample size (not too small, not too large). > > The reason I am asking this is because it is a little difficult to > manipulate the likelihood expression which is terms of lambda1 and > lambda2 to be an expression of eta. > > Any help would be greatly appreciated. > > -dw > . > . > ================================================================= > Instructions for joining and leaving this list, remarks about the > problem of INAPPROPRIATE MESSAGES, and archives are available at: > . http://jse.stat.ncsu.edu/ . > ================================================================= . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
