Article ID Journal Published Year Pages File Type
10526214 Statistics & Probability Letters 2005 9 Pages PDF
Abstract
We establish the conjecture of Moore [1973. A note on Srinivasan's goodness-of-fit test. Biometrika 60, 209-211] that the usual plug-in estimate of a distribution function and the Rao-Blackwell estimate of the distribution function are asymptotically equivalent for a wide class of exponential family distributions.
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Physical Sciences and Engineering Mathematics Statistics and Probability
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A note on Moore's conjecture
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