EXTENDED MAXIMUM-LIKELIHOOD

被引：143

作者：

BARLOW, R

机构：

[1] The Department of Physics, Manchester University, Manchester

来源：

NUCLEAR INSTRUMENTS & METHODS IN PHYSICS RESEARCH SECTION A-ACCELERATORS SPECTROMETERS DETECTORS AND ASSOCIATED EQUIPMENT | 1990年 / 297卷 / 03期

关键词：

D O I：

10.1016/0168-9002(90)91334-8

中图分类号：

TH7 [仪器、仪表];

学科分类号：

0804 ; 080401 ; 081102 ;

摘要：

An account is given of the method of extended maximum likelihood. This differs from the standard method of maximum likelihood in that the normalisation of the probability distribution function is allowed to vary. It is thus applicable to problems in which the number of samples obtained is itself a relevant measurement. If the function is such that its size and shape can be independently varied, then the estimates given by the extended method are identical to the standard maximum likelihood estimators, though the errors require care of interpretation. If the function does not have this property, then extended maximum likelihood can give better results.

引用

页码：496 / 506

页数：11

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