Closed-form maximum likelihood estimator for logarithmic distribution and its asymptotic variance
Tipo
Artigo
Data de publicação
2025
Periódico
Statistica Neerlandica
Citações (Scopus)
0
Autores
Rodrigues K.A.S.
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Resumo
© 2025 Netherlands Society for Statistics and Operations Research.This paper presents the exact analytical solution to the long-standing problem of determining the maximum likelihood estimator (MLE) for the parameter of the logarithmic distribution. Despite having been introduced more than 80 years ago, no one has derived an explicit MLE for the logarithmic distribution parameter. In addition to this primary result, we also derive the MLE asymptotic variance and provide other related findings that further contribute to the understanding of this distribution.