Philip Good wrote:
Alas, the desirable properties of an estimate arise for an MLE only if
that distribution is normal.
Now, why would you say that? Until you say what "the" desirable
properties of an estimate are I certainly can't confute your claim, but
I am rather confident that if you *do* I can either find a
counterexample or reassure myself that you desire some rather odd things
from estimates that I needn't trouble myself about.
So let's see your desiderata and we'll get this cleared up.
-Robert
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