Maximum likelihood estimation for weighted distributions

Satish Iyengar and Peng-Liang Zhao

Statistics & Probability Letters, 1994, vol. 21, issue 1, 37-47

Abstract: We study the effect of weight functions on estimates of parameters from exponential families, and families with monotone likelihood ratio. We illustrate our results on two commonly used indices in meta-analyses, p-values and t-statistics.

Keywords: Biased; ascertainment; Exponential; family; Log-concavity; Meta-analysis; Non-central; t; p-value; TP2 (search for similar items in EconPapers)
Date: 1994
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