序约束下正态总体均值和方差极大似然估计的数值解法

A Numerical Method of the Maximum Likelihood Estimation of Means and Variances from Normal Populations under Simulaneous Order Restrictions

本文讨论了 k个独立正态总体的均值和方差同时在简单半序约束下的极大似然估计的求解问题 ,给出了计算极大似然估计的迭代算法 ,且证明该算法收敛 .

For k normal populations with unknown means μ i's and unknown variances σ i's which are restricted simultaneously by simple order, and iterative method was proposed to obtain the maximum likelihood estimates under the restrictions, and the algorithm is proved to be convergent.