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A note on Sheppard's corrections for grouping and maximum likelihood estimation

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  • Don, F. J. H.

Abstract

Sheppard's corrections for grouping can, in the case of an underlying normal distribution, be interpreted as a first step to the solution of the maximum likelihood equations which incorporate the grouping problem. This result of Lindley (for the univariate) and Haitovsky (for the bivariate) is generalized to the multivariate normal distribution, making use of recent results in matrix algebra. Also, formulae concerning the efficiency lost in grouping are generalized to the multivariate case.

Suggested Citation

  • Don, F. J. H., 1981. "A note on Sheppard's corrections for grouping and maximum likelihood estimation," Journal of Multivariate Analysis, Elsevier, vol. 11(3), pages 452-458, September.
    • Handle: RePEc:eee:jmvana:v:11:y:1981:i:3:p:452-458
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    Cited by:

    1. H. Schneeweiss & J. Komlos & A. Ahmad, 2010. "Symmetric and asymmetric rounding: a review and some new results," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 94(3), pages 247-271, September.

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