Independent Identically Distributed Observations. Classification of Singularities
As in the preceding chapter, we shall consider below a sequence of independent, identically distributed observations X j with values in R 1. However, in order to achieve maximal clarity in the exposition, we shall study in this chapter the simplest possible model, that of estimating a location parameter. Extension of the results of this Chapter to the case of a more general model described in Section V.I does not present difficulties and does not lead to substantially new phenomena.
KeywordsMarginal Distribution Maximum Likelihood Estimator Random Function Random Measure Poisson Random Variable
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