Article ID Journal Published Year Pages File Type
10525767 Statistical Methodology 2005 16 Pages PDF
Abstract
Estimating the parameter of a Dirichlet distribution is an interesting question since this distribution arises in many situations of applied probability. Classical procedures are based on sample of Dirichlet distribution. In this paper we exhibit five different estimators from only one observation. They are based either on residual allocation model decompositions or on sampling properties of Dirichlet distributions. Two ways are investigated: the first one uses fragments' size and the second one uses size-biased permutations of a partition. Numerical computations based on simulations are supplied. The estimators are finally used to estimate birth probabilities per month.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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