Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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On Asymptotic Properties of a Maximum Likelihood Estimator of Stochastically Ordered Distribution Function

  • Oh, Myongsik (Department of Statistics, Busan University of Foreign Studies)
  • Received : 2013.02.16
  • Accepted : 2013.05.08
  • Published : 2013.05.31
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Abstract

Kiefer (1961) studied asymptotic behavior of empirical distribution using the law of the iterated logarithm. Robertson and Wright (1974a) discussed whether this type of result would hold for a maximum likelihood estimator of a stochastically ordered distribution function; however, we show that this cannot be achieved. We provide only a partial answer to this problem. The result is applicable to both estimation and testing problems under the restriction of stochastic ordering.

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References

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