Abstract: | The main result of this paper is a consistency theorem for the maximum spacing method, a general method of estimating parameters in continuous univariate distributions, introduced by Cheng and Amin (J. Roy. Statist. Soc. Ser. A 45 (1983) 394–403) and independently by Ranneby (Scand. J. Statist. 11 (1984) 93–112). This main result generalizes a theorem of Ranneby (Scand. J. Statist. 11 (1984) 93–112). Also, some examples are given, which shows that this estimation method works also in cases where the maximum likelihood method breaks down. |