Unbiased estimators of multivariate discrete distributions and chi-square goodness-of-fit test
We consider the problem of estimation of the value of a real-valued function u(θ), θ = (θ1, ..., θk)T, on the basis of a sample from non-truncated or truncated multivariate Modified Power Series Distributions. Using the general theory of estimation and the results of Patil (1965) and Patel (1978) we...
| Autores: | , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 1993 |
| País: | España |
| Institución: | Universitat Politècnica de Catalunya (UPC) |
| Repositorio: | UPCommons. Portal del coneixement obert de la UPC |
| Idioma: | inglés |
| OAI Identifier: | oai:upcommons.upc.edu:2099/4043 |
| Acceso en línea: | https://hdl.handle.net/2099/4043 |
| Access Level: | acceso abierto |
| Palabra clave: | Inference Multivariate modified power series distributions Suficient statistics MVUE Rao-Kolmogorov-Blackwell method, chi-squared goodness-of-fit test, minimum chi-squared estimator, maximum likelihood estimator, chernoff-lehmann theorem, BAN estimator Chi-squared goodness-of-fit test Minimum chi-squared estimator Maximum likelihood estimator Chernoff-lehmann theorem BAN estimator Inferència Classificació AMS::62 Statistics::62F Parametric inference |
| Sumario: | We consider the problem of estimation of the value of a real-valued function u(θ), θ = (θ1, ..., θk)T, on the basis of a sample from non-truncated or truncated multivariate Modified Power Series Distributions. Using the general theory of estimation and the results of Patil (1965) and Patel (1978) we give the tables of MVUE's for functions of parameter θ of trinomial, multinomial, negative-multinomial and left-truncated modified power series distributions. We have applied the properties of MVUE's and the results from the theory of MVU estimation to construct a goodness-of-fit chi-squared test for multivariate modified power series distributions. |
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