A Proof of Strong Consistency of Maximum Likelihood Estimator for Independent Non-Identically Distributed Data
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arXiv
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| Autores principales: | , , , |
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| Formato: | Preprint |
| Publicado: |
2025
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| Acceso en línea: | |
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| _version_ | 1866916564592230400 |
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| author | Ferreira, Ricardo Valdeira, Filipa Guimarães, Marta Soares, Cláudia |
| author_facet | Ferreira, Ricardo Valdeira, Filipa Guimarães, Marta Soares, Cláudia |
| contents | We give a general proof of the strong consistency of the Maximum Likelihood Estimator for the case of independent non-identically distributed (i.n.i.d) data, assuming that the density functions of the random variables follow a particular set of assumptions. Our proof is based on the works of Wald~\cite{wald1949note}, Goel~\cite{goel1974note}, and Ferguson~\cite{ferguson2017course}. We use this result to prove the strong consistency of a Maximum Likelihood Estimator for Orbit Determination. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2501_07257 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | A Proof of Strong Consistency of Maximum Likelihood Estimator for Independent Non-Identically Distributed Data Ferreira, Ricardo Valdeira, Filipa Guimarães, Marta Soares, Cláudia Statistics Theory We give a general proof of the strong consistency of the Maximum Likelihood Estimator for the case of independent non-identically distributed (i.n.i.d) data, assuming that the density functions of the random variables follow a particular set of assumptions. Our proof is based on the works of Wald~\cite{wald1949note}, Goel~\cite{goel1974note}, and Ferguson~\cite{ferguson2017course}. We use this result to prove the strong consistency of a Maximum Likelihood Estimator for Orbit Determination. |
| title | A Proof of Strong Consistency of Maximum Likelihood Estimator for Independent Non-Identically Distributed Data |
| topic | Statistics Theory |
| url | https://arxiv.org/abs/2501.07257 |