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A law of the iterated logarithm for MLE based on a random censoring model with incomplete information. (Chinese. English summary) Zbl 1198.62014
Summary: We prove that the MLE of a life distribution parameter converges to the true parameter at the rate of the law of the iterated logarithm. Further, we verify that the Weibull distribution and the lognormal distribution are stratified by here proposed conditions.
MSC:
62F12 Asymptotic properties of parametric estimators
60F15 Strong limit theorems
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