Estimating multinomial probabilities

被引:3
|
作者
Kunte, S
Upadhya, KS
机构
来源
AMERICAN STATISTICIAN | 1996年 / 50卷 / 03期
关键词
Bayes estimators; Laplace's law of succession; multinomial probabilities;
D O I
10.2307/2684657
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Classical maximum likelihood (ML) as well as the uniformly minimum variance unbiased (UMVU) estimators of multinomial cell probabilities are given by the observed relative frequencies, Bayes estimators corresponding to symmetric Dirichlet prior distribution for p are the inflated observed relative cell frequencies of the type (n(i) + k)(M + kt)(-1). These estimators, which are more reasonable when the observed n(i)'s are 0 or very small, are justified classically by Johnson and are also reported without proof in Good. We give here a proof of Johnson's results that perhaps is easier to understand.
引用
收藏
页码:214 / 216
页数:3
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