On a problem of Andersson and Perlman
Degree GrantorUniversity of Canterbury
Degree NameResearch report
We present a simple solution to a problem posed recently by Andersson and Perlman. This solution allows us to find the conditional independence assumptions necessary to permit maximum likelihood estimation of the parameters of a multivariate normal distribution, when certain observations are missing.
SubjectsField of Research::01 - Mathematical Sciences
- Engineering: Reports