A WEIGHTED LEAST-SQUARES PROCEDURE FOR ESTIMATING THE PARAMETERS OF ALTHAMS MULTIPLICATIVE GENERALIZATION OF THE BINOMIAL-DISTRIBUTION

被引:1
作者
FROM, SG [1 ]
机构
[1] UNIV NEBRASKA,DEPT MATH,OMAHA,NE 68182
关键词
BINOMIAL DISTRIBUTION; MAXIMUM LIKELIHOOD ESTIMATION; MULTIVARIATE NORMAL; WEIGHTED LEAST SQUARES;
D O I
10.1016/0167-7152(94)00222-T
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
A weighted least-squares procedure is proposed for estimating the two parameters of the multiplicative generalization of the binomial distribution proposed by Altham (1978). These estimators are asymptotically efficient and are offered as simpler alternatives to the maximum likelihood estimators. In some small sample cases, the proposed estimators have smaller mean squared error.
引用
收藏
页码:193 / 199
页数:7
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