A note on Sheppard's corrections for grouping and maximum likelihood estimation

F. J. H. Don

Journal of Multivariate Analysis, 1981, vol. 11, issue 3, 452-458

Abstract: Sheppard's corrections for grouping can, in the case of an underlying normal distribution, be interpreted as a first step to the solution of the maximum likelihood equations which incorporate the grouping problem. This result of Lindley (for the univariate) and Haitovsky (for the bivariate) is generalized to the multivariate normal distribution, making use of recent results in matrix algebra. Also, formulae concerning the efficiency lost in grouping are generalized to the multivariate case.

Keywords: Grouped; observations; Sheppard's; corrections; maximum; likelihood; efficiency; elimination; matrix (search for similar items in EconPapers)
Date: 1981
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Citations: View citations in EconPapers (1)

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