under H 0 and H 1, respectively, where n represents the total sample size in the study (cases and controls). M 0 (n,k) is analogous to a type I error, yet is not fixed by design at α. M i (n,k) i=0,1 ...
In this article the problem of obtaining the maximum likelihood estimates of the parameters from a special type of linear combination of discrete probability functions is discussed. It is shown that ...
and is the normal probability function. This is the likelihood function for a binary probit model. This likelihood is strictly positive so that you can take a square root of and use this as your ...
This is a preview. Log in through your library . Abstract We present a class of maximum likelihood estimators which exhibit strong consistency properties with very modest restrictions on the ...
The aim of validating default probabilities is to analyze whether these are not too low. For small sample sizes, however, there are not enough observations available to detect excessively low default ...