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

下载

页码：2261 / 2272

页数：12

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