The definition of the maximum likelihood estimator with the prior information (PMLE) is given in this paper, and the consistency and asymptotic normality of PMLE are proved.
The definition of the maximum likelihood estimator with the prior information (PMLE) is given in this paper, and the consistency and asymptotic normality of PMLE are proved.
摘要定义了有先验信息的极大似然估计，它能够充分利用参数的先验信息，还具有正规条件下的相合性和渐近正态性。