Learn More
—Experimental data need to be assessed for purposes of model identification, estimation of model parameters and consequences of misspecified model fits. Here the first and third factors are considered via analytic formulations for the distribution of the maximum likelihood estimates. When estimating this distribution with statistics, it is a tradition to(More)
—Applications are given of a formula for the exact probability density function of the maximum likelihood estimates of a statistical model, where the data generating model is allowed to differ from the estimation model. The main examples are supported by simulation experiments. Curved exponential families are investigated, for which an approach is described(More)
  • 1