(1)Graduate School at Beijing, University of Science and Technology of China, Beijing 100039,P.R.China;(2)Department of Mathematics, Jilin University, Changchun 130023,P.R.China
In this paper,the convergence rate of the MLE with grouped data is discussed.Under some mild conditions,it is shown that the MLE converges to the true parameter at an exponential rate.Furthermore,the MLE is Bahadur asymptotically efficient,i.e. it has the best exponential rate.
Hong Qi XUE
, Li Xin SONG. , {{custom_author.name_en}}.
ASYMPTOTICAL EFFICIENCY OF MLE WITH GROUPED DATA. Journal of Systems Science and Mathematical Sciences, 2001, 21(2): 250-256 https://doi.org/10.12341/jssms09705