- ... chapter2.1
- This chapter
first appeared as a technical report [RY96a].
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
- ... hierarchy.2.2
- We must remark that it is important to
realize that convergence to a limiting value for the FGM is not the
same as convergence of its parameters.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
- ... dictionary3.1
- The work described in this
chapter was first described in [RY96b] and will appear
in [RY97a]
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
- ...Matlab4.1
- Mathematica is a
product of Wolfram Research, and Matlab is a product of the
Math Works Inc.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
- ...Purify4.2
- Purify is a
product of Pure Software Inc.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
- ... Unix4.3
- Unix is a registered
trademark of AT&T
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
- ... probability4.4
- Strictly we mean the value
of a nonnegative functional, since FGMs need not be viewed as
stochastic models. Nevertheless, since so many applications
are probabalistic, we will use the term ``probability.''
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
- ... chapter5.1
- This chapter first appeared as a
technical report
[RY96c]
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
- ... point5.2
- The inverse image is a unique point
because
is invertible.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
- ... uniform-continuously5.3
- and in fact nearly linearly for
small
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
- ... radius.5.4
- A maximum exists because entries in
corresponding to covariance diagonal, are nonnegative,
preventing many negative values from being representable.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
- ... harm6.1
- That
is, for a given optimization problem, the global optimum over
the enlarged parameter set, is at least as good as the global
optimum for the original problem
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
- ... estimation6.2
- Maximum-likelihood estimation is sometimes
understood to include the assumption that the distribution
from which the sample is drawn is a member of the
parameterized family under consideration. We are modelers and
assume that nature can be only approximately described by our
densities. We therefore do not imagine that there is a true
value
which must be estimated. We simply seek the
best fit of our model, to the observed data.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.