Estimation of parameters in Gaussian hypergeometric distributions

被引：11

作者：

Rodríguez-Avi, J ^{[1
]}

Conde-Sánchez, A ^{[1
]}

Sáez-Castillo, AJ ^{[1
]}

Jiménez, MJO ^{[1
]}

机构：

[1] Univ Jaen, Dept Stat & Operat Res, Jaen, Spain

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2003年 / 32卷 / 06期

关键词：

minimum chi-square; maximum likelihood; asymptotic relative efficiency; discrete distribution;

D O I：

10.1081/STA-120021322

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：

Some methods for estimating parameters in distributions generated by the Gaussian hypergeometric function are developed in this article: specifically, methods based on relations between moments and/or frequencies, estimators obtained by the minimum chi-square procedure and the method of maximum likelihood are considered. The asymptotic relative efficiencies of estimators with explicit formulae are compared. Finally, two real examples are given in order to illustrate these methods.

引用

页码：1101 / 1118

页数：18

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