Self-similarity of mathematical likelihood. (English) Zbl 0929.62002

Chamberlin, Stephen Raymond

Bernoulli 5, No. 4, 677-682 (1999).

Summary: We study sufficiency in terms of the extent to which the Taylor series expansion of the normal log-likelihood function generated by the sampling distribution of a statistic conforms to that of the sample normed log-likelihood function, and give an associated self-similar property of mathematical likelihood (not self-similarity in the sense of self-similar stochastic processes).

MSC:

62B05

Sufficient statistics and fields

Keywords:

fidelity; sufficiency; likelihood