Bayesian estimation and maximum likelihood methods represent two central paradigms in modern statistical inference. Bayesian estimation incorporates prior beliefs through Bayes’ theorem, updating ...
Problems of maximum likelihood estimation are discussed for shape and scale parameters from certain decreasing hazard rate distributions, typically either mixed-exponential or "work-hardened." ...
An explicit procedure is given to obtain the exact maximum likelihood estimates of the parameters in a regression model with ARMA time series errors with possibly nonconsecutive data. The method is ...