A likelihood function for the frequency of the A1 allele when 2 A1 alleles are observed in a sample of 10 alleles. The vertical dashed line is drawn through the maximum value of the likelihood ...
A random sample of curves can be usually thought of as noisy realisations of a compound stochastic process X(t) = Z{W(t)}, where Z(t) produces random amplitude variation and W(t) produces random ...
In the process of loan pricing, stress testing, capital allocation, modeling of probability of default (PD) term structure and International Financial Reporting Standard 9 expected credit loss ...
A k-variate Bernoulli distribution with k + 1 parameters is obtained as a shock model in which shocks are fatal to single components only or to all components simultaneously in a k-component system.
Bayesian estimation and maximum likelihood methods represent two central paradigms in modern statistical inference. Bayesian estimation incorporates prior beliefs through Bayes’ theorem, updating ...
We present a maximum-likelihood method for parameter estimation in terahertz time-domain spectroscopy. We derive the likelihood function for a parameterized frequency response function, given a pair ...