Minimax Estimation of the Parameter of a Negative Binomial Distribution

被引：0

作者：

Morozov, V. V. ^{[1
]}

Syrova, M. A. ^{[1
]}

机构：

[1] Lomonosov Moscow State Univ, Moscow 119991, Russia

来源：

AUTOMATION AND REMOTE CONTROL | 2021年 / 82卷 / 12期

基金：

俄罗斯基础研究基金会;

关键词：

negative binomial distribution; statistical game; minimax estimate; hypergeometric function; Bayes estimate;

D O I：

10.1134/S0005117921120158

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We consider a minimax estimation of the parameter of a negative binomial distribution. A numerical method for solving the statistical game with a quadratic loss function is derived. A minimax linear estimate is found.

引用

页码：2261 / 2272

页数：12

共 50 条

[1] Minimax Estimation of the Parameter of a Negative Binomial Distribution
V. V. Morozov
M. A. Syrova
[J]. Automation and Remote Control, 2021, 82 : 2261 - 2272
[2] Admissible and minimax estimation of the parameter n in the binomial distribution
Zou, G
Wan, ATK
[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2003, 113 (02) : 451 - 466
[3] Parameter estimation for generalized negative binomial distribution
Famoye, F
[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 1997, 26 (01) : 269 - 279
[4] Parameter estimation for generalized negative binomial distribution
Famoye, Felix
[J]. Communications in Statistics Part B: Simulation and Computation, 1997, 26 (01): : 269 - 279
[5] Estimation of the shape parameter k of the negative binomial distribution
Al-Saleh, MF
Al-Batainah, FK
[J]. APPLIED MATHEMATICS AND COMPUTATION, 2003, 143 (2-3) : 431 - 441
[6] Estimation problems for the two-parameter negative binomial distribution
Wang, YN
[J]. STATISTICS & PROBABILITY LETTERS, 1996, 26 (02) : 113 - 114
[7] MINIMAX LINEAR EMPIRICAL BAYES ESTIMATION OF THE BINOMIAL PARAMETER
GUTMANN, S
[J]. COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS, 1982, 11 (18): : 2075 - 2082
[8] Parameter Estimation of the Zero Inflated Negative Binomial Beta Exponential Distribution
Sirichantra, Chutima
Bodhisuwan, Winai
[J]. 13TH IMT-GT INTERNATIONAL CONFERENCE ON MATHEMATICS, STATISTICS AND THEIR APPLICATIONS (ICMSA2017), 2017, 1905
[9] COMPARING BAYESIAN AND LIKELIHOOD APPROACHES TO PARAMETER ESTIMATION OF A NEGATIVE BINOMIAL DISTRIBUTION
Doudova, Lucie
Michalek, Jaroslav
[J]. 16TH INTERNATIONAL CONFERENCE ON SOFT COMPUTING MENDEL 2010, 2010, : 179 - 186
[10] Beyond Binomial and Negative Binomial: Adaptation in Bernoulli Parameter Estimation
Medin, Safa C.
Murray-Bruce, John
Castanon, David
Goyal, Vivek K.
[J]. IEEE TRANSACTIONS ON COMPUTATIONAL IMAGING, 2019, 5 (04) : 570 - 584

← 1 2 3 4 5 →