We show that the nonparametric maximum likelihood estimator (NPMLE) of a distribution function based on balanced ranked set samples is consistent, converges weakly to a Gaussian process and is asymptotically efficient. The covariance function of the limiting process is described in terms of the solution to a Fredholm integral equation of the second kind.
- Asymptotic normality
- Fredholm integral equation
- Nonparametric maximum likelihood estimation
- Ranked set sample
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty