MLE are stochastically increasing if likelihoods are unimodal

Gaoxiong Gan

Statistics & Probability Letters, 1998, vol. 40, issue 3, 289-292

Abstract: This paper shows that if the likelihood functions are unimodal then the distributions of maximum likelihood estimator are stochastically increasing (distribution functions are non-increasing with respect to the parameter). Generalized results under right- or left-unimodality conditions are given, where the statistic need not be the mle.

Keywords: Maximum; likelihood; estimation; Unimodal; function; Stochastic; increasing (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (2)

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