I was merely commenting on your broad claim that MLE's are desirable for all distributions. What did you mean by that?
"Robert J. MacG. Dawson" <[EMAIL PROTECTED]> wrote:
"Robert J. MacG. Dawson" <[EMAIL PROTECTED]> wrote:
Philip Good wrote:
Alas, the desirable properties of an estimate arise for an MLE only if
that distribution is normal.
Now, why would you say that? Until you say what "the" desirable
properties of an estimate are I certainly can't confute your claim, but
I am rather confident that if you *do* I can either find a
counterexample or reassure myself that you desire some rather odd things
from estimates that I needn't trouble myself about.
So let's see your desiderata and we'll get this cleared up.
-Robert
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Phillip Good
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"Never trust anything that can think for itself if you can't see where it keeps its brain." JKR
http.ms//www.statistician.usa
"Never trust anything that can think for itself if you can't see where it keeps its brain." JKR
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