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Licensed Unlicensed Requires Authentication Published by De Gruyter May 31, 2010

On properties of the likelihood function in the problem of estimation of the instants of changes of the success probability in nonhomogeneous Bernoulli trials

  • M. I. Tikhomirova and V. P. Chistyakov

Abstract

We obtain the expression of the statistic which is a linear function of the logarithm of the likelihood function and investigate properties of the mathematical expectation of this function. The results obtained can be applied to the estimation of instants of changes of the success probability in Bernoulli trials.

Received: 2006-06-20
Published Online: 2010-05-31
Published in Print: 2010-May

© de Gruyter 2010

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