کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
9741775 | 1489780 | 2005 | 14 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Estimation of binomial parameters when both n, p are unknown
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
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چکیده انگلیسی
We revisit the classic problem of estimation of the binomial parameters when both parameters n,p are unknown. We start with a series of results that illustrate the fundamental difficulties in the problem. Specifically, we establish lack of unbiased estimates for essentially any functions of just n or just p. We also quantify just how badly biased the sample maximum is as an estimator of n. Then, we motivate and present two new estimators of n. One is a new moment estimate and the other is a bias correction of the sample maximum. Both are easy to motivate, compute, and jackknife. The second estimate frequently beats most common estimates of n in the simulations, including the Carroll-Lombard estimate. This estimate is very promising. We end with a family of estimates for p; a specific one from the family is compared to the presently common estimate max{1-S2/X¯,0} and the improvements in mean-squared error are often very significant. In all cases, the asymptotics are derived in one domain. Some other possible estimates such as a truncated MLE and empirical Bayes methods are briefly discussed.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 130, Issues 1â2, 1 March 2005, Pages 391-404
Journal: Journal of Statistical Planning and Inference - Volume 130, Issues 1â2, 1 March 2005, Pages 391-404
نویسندگان
A. DasGupta, Herman Rubin,