On the Generalized Maximum Likelihood Prediction
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概要
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In this paper, we discuss the properties of maximum likelihood predictors (MLPs) for a future random variable based on past samples. For that purpose, we give two theorems and some examples. Furthermore we propose a principle of generalized maximum likelihood giving a new prediction method. By illustrating examples, it is shown that this new method gives some usefull predictors for some problems.
- 湘南工科大学の論文
- 1994-03-25