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...

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Detalles Bibliográficos
Autores: Nikulin, M. S., Voinov, V. G. (Vasilii Grigo'evich)
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
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spelling Unbiased estimators of multivariate discrete distributions and chi-square goodness-of-fit testNikulin, M. S.Voinov, V. G. (Vasilii Grigo'evich)InferenceMultivariate modified power series distributionsSuficient statisticsMVUERao-Kolmogorov-Blackwell method, chi-squared goodness-of-fit test, minimum chi-squared estimator, maximum likelihood estimator, chernoff-lehmann theorem, BAN estimatorChi-squared goodness-of-fit testMinimum chi-squared estimatorMaximum likelihood estimatorChernoff-lehmann theoremBAN estimatorInferènciaClassificació AMS::62 Statistics::62F Parametric inferenceWe 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.Institut d'Estadística de Catalunya19931993-01-0120072007-12-05journal articlehttp://purl.org/coar/resource_type/c_6501NAhttp://purl.org/coar/version/c_be7fb7dd8ff6fe43info:eu-repo/semantics/articleapplication/pdfhttps://hdl.handle.net/2099/4043reponame:UPCommons. Portal del coneixement obert de la UPCinstname:Universitat Politècnica de Catalunya (UPC)Inglésengopen accesshttp://purl.org/coar/access_right/c_abf2Attribution-NonCommercial-NoDerivs 2.5 Spainhttp://creativecommons.org/licenses/by-nc-nd/2.5/es/info:eu-repo/semantics/openAccessoai:upcommons.upc.edu:2099/40432026-05-27T15:37:01Z
dc.title.none.fl_str_mv Unbiased estimators of multivariate discrete distributions and chi-square goodness-of-fit test
title Unbiased estimators of multivariate discrete distributions and chi-square goodness-of-fit test
spellingShingle Unbiased estimators of multivariate discrete distributions and chi-square goodness-of-fit test
Nikulin, M. S.
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
title_short Unbiased estimators of multivariate discrete distributions and chi-square goodness-of-fit test
title_full Unbiased estimators of multivariate discrete distributions and chi-square goodness-of-fit test
title_fullStr Unbiased estimators of multivariate discrete distributions and chi-square goodness-of-fit test
title_full_unstemmed Unbiased estimators of multivariate discrete distributions and chi-square goodness-of-fit test
title_sort Unbiased estimators of multivariate discrete distributions and chi-square goodness-of-fit test
dc.creator.none.fl_str_mv Nikulin, M. S.
Voinov, V. G. (Vasilii Grigo'evich)
author Nikulin, M. S.
author_facet Nikulin, M. S.
Voinov, V. G. (Vasilii Grigo'evich)
author_role author
author2 Voinov, V. G. (Vasilii Grigo'evich)
author2_role author
dc.subject.none.fl_str_mv 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
topic 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
description 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.
publishDate 1993
dc.date.none.fl_str_mv 1993
1993-01-01
2007
2007-12-05
dc.type.none.fl_str_mv journal article
http://purl.org/coar/resource_type/c_6501
NA
http://purl.org/coar/version/c_be7fb7dd8ff6fe43
dc.type.openaire.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv https://hdl.handle.net/2099/4043
url https://hdl.handle.net/2099/4043
dc.language.none.fl_str_mv Inglés
eng
language_invalid_str_mv Inglés
language eng
dc.rights.none.fl_str_mv open access
http://purl.org/coar/access_right/c_abf2
Attribution-NonCommercial-NoDerivs 2.5 Spain
http://creativecommons.org/licenses/by-nc-nd/2.5/es/
dc.rights.openaire.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv open access
http://purl.org/coar/access_right/c_abf2
Attribution-NonCommercial-NoDerivs 2.5 Spain
http://creativecommons.org/licenses/by-nc-nd/2.5/es/
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Institut d'Estadística de Catalunya
publisher.none.fl_str_mv Institut d'Estadística de Catalunya
dc.source.none.fl_str_mv reponame:UPCommons. Portal del coneixement obert de la UPC
instname:Universitat Politècnica de Catalunya (UPC)
instname_str Universitat Politècnica de Catalunya (UPC)
reponame_str UPCommons. Portal del coneixement obert de la UPC
collection UPCommons. Portal del coneixement obert de la UPC
repository.name.fl_str_mv
repository.mail.fl_str_mv
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score 15.300719

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