Maximum likelihood estimation of cell probabilities in constrained multinomial models

被引:0
|
作者
Rothblum, UG [1 ]
Vardi, Y
机构
[1] Technion Israel Inst Technol, Fac Ind Engn & Management, IL-32000 Haifa, Israel
[2] Rutgers State Univ, Hill Ctr, Dept Stat, Piscataway, NJ 08855 USA
基金
美国国家科学基金会;
关键词
maximum likelihood; estimation; multinomial; nonlinear knapsack;
D O I
10.1080/00949659808811906
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
We consider the problem of maximum likelihood estimation (MLE) of the cell probabilities in a multinomial model, subject to upper- and lower-bound constraints on these probabilities. We derive simple characterization of the MLE for the cases where only one-sided (upper- or lower-) bounds on all the variables are present and for the general case where two-sided bounds are present and we give simple and efficient methods for calculating the MLE. The computational complexity of our methods range from O(k) to O[k (log k)] with k being the number of cells.
引用
收藏
页码:141 / 161
页数:21
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