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dc.contributor.authorNikulin, M. S.
dc.contributor.authorVoinov, V. G. (Vasilii Grigo'evich)
dc.identifier.citationNikulin, M. S.; Voinov, V. G. (Vasilii Grigo'evich). "Unbiased estimators of multivariate discrete distributions and chi-square goodness-of-fit test". Qüestiió. 1993, vol. 17, núm. 3
dc.identifier.issn0210-8054 (versió paper)
dc.description.abstractWe 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.
dc.format.extent26 p.
dc.publisherInstitut d'Estadística de Catalunya
dc.rightsAttribution-NonCommercial-NoDerivs 2.5 Spain
dc.subject.otherMultivariate modified power series distributions
dc.subject.otherSuficient statistics
dc.subject.otherRao-Kolmogorov-Blackwell method, chi-squared goodness-of-fit test, minimum chi-squared estimator, maximum likelihood estimator, chernoff-lehmann theorem, BAN estimator
dc.subject.otherChi-squared goodness-of-fit test
dc.subject.otherMinimum chi-squared estimator
dc.subject.otherMaximum likelihood estimator
dc.subject.otherChernoff-lehmann theorem
dc.subject.otherBAN estimator
dc.titleUnbiased estimators of multivariate discrete distributions and chi-square goodness-of-fit test
dc.subject.amsClassificació AMS::62 Statistics::62F Parametric inference
dc.rights.accessOpen Access

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