x , x x p(x; θ ,, θ ), θ ,, θ .
:
m (θ ,, θ )= k, k.
, k=1,2.r, m (θ ,, θ ) m (θ ,, θ ), k=1,2,,r , m (b ,, b ), k=1,2,r m .
. , m (b ,, b ), k=1,2,r .
1. x , x x λ p(x)= λe (x >0).
. , : m = = ,
.
x , x x p(x; θ).
1: L(x , x x ; θ)=p(x ; θ)p(x ; θ) .
2: θ , L(x , x x ; )=max L(x , x x ; θ)
, , p(x; θ) , =1 , :
1.
2. , . n , .
3. , . n .
, .
1: P()=P , , , . L(x , x x ; θ)=P(x ; θ)P(x ; θ) .
θ , L(x , x x ; )=max L(x , x x ; θ).
: λ P = , λ>0, .
. L(x , x x ; λ)=
, = .
22. , . ( ).
x 1, x 2, , x n p (x; θ), θ. , θ .
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: , (1- α) θ . (1- α) .