T分布族对数似然方程根的大样本性质

Large Sample Size Property of the Root of Log Likelihood Equation for T Distribution

对一类具体的分布族——T分布族中的参数θ,证明了存在θ的一个强相合且最优渐近正态估计θn*,它以概率1当n充分大时是对数似然方程的根.

For the parameter θ in T distribution, we prove that there exists a strongly consistent and best asymptotically normal estimator θn^＊ , which, in probability 1, is the root of log-likelihood equation when the sample size n is sufficienty large.