We give a general proof of the strong consistency of the Maximum Likelihood Estimator for the case of independent non-identically distributed (i.n.i.d) data, assuming that the density functions of the random variables follow a particular set of assumptions. Our proof is based on the works of Wald~\cite{ wald1949note}, Goel~\cite{ goel1974note}, and Ferguson~\cite{ ferguson2017course}. We use this result to prove the strong consistency of a Maximum Likelihood Estimator for Orbit Determination.
Categories: math.ST stat.TH