This paper derives the exact distribution of the maximum likelihood estimator of a first-order linear autoregression … estimator is ρT-consistent. Further, the likelihood ratio test statistic for a simple hypothesis on the autoregressive parameter …). 'Likelihood analysis of a first-order autoregressive model with exponential innovations', Journal of Time Series Analysis, 24 …

exactly describe the Maximum Likelihood Estimator (MLE) in terms of convolution under a certain model for ideal images formed …

uncertainty is represented by a probability function, in our theory, uncertainty is given in the form of a likelihood function … extracted from statistical evidence. The likelihood principle in statistics stipulates that likelihood functions encode all … that defines the likelihood of a set of hypotheses as the maximum likelihood over the elements of the set. We justify an …

performance: the generalized score interval; the robust profile likelihood interval; a new, modified generalized score interval …