The Marginal Maximum Likelihood Estimate of Variance
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Abstract
The paper based on general model, costructed density function of free term f (Maximum Likelihood Estimate) and function of residual vector V (Marginal Maximum Likelihood Estimate),the estimate formulae of unit weighted variance are derived in detail, their statistcs properties are discussed,the key factors of unequal between two estimates are analysed,pointed out the basic principle of the MML estimate which can improve the statis-tics property of estimation, the MML estimate of variance is unbiased,efficiency to arbitrary adjustment model.
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