Journal of Applied Mathematics and Decision Sciences
Volume 2006 (2006), Article ID 92970, 13 pages

Constrained estimation and the theorem of Kuhn-Tucker

Ori Davidov

Department of Statistics, University of Haifa, Mount Carmel, Haifa 31905, Israel

Received 11 July 2004; Accepted 11 January 2005

Copyright © 2006 Ori Davidov. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


We explore several important, and well-known, statistical models in which the estimation procedure leads naturally to a constrained optimization problem which is readily solved using the theorem of Kuhn-Tucker.