Maximum likelihood estimation for weighted distributions

We study the effect of weight functions on estimates of parameters from exponential families, and families with monotone likelihood ratio. We illustrate our results on two commonly used indices in meta-analyses, p-values and t-statistics.

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Year of publication:	1994
Authors:	Iyengar, Satish ; Zhao, Peng-Liang
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 21.1994, 1, p. 37-47
Publisher:	Elsevier
Keywords:	Biased ascertainment Exponential family Log-concavity Meta-analysis Non-central t p-value TP2

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005137942