Unbiased estimators of multivariate discrete distributions and chi-square goodness-of-fit test
- Autores: Mikhail Nikulin, Vassiliy G. Voinov
- Localización: Questiió: Quaderns d'Estadística, Sistemes, Informatica i Investigació Operativa, ISSN 0210-8054, Vol. 17, Nº. 3, 1993, págs. 301-326
- Idioma: inglés
- Títulos paralelos:
- Estimadores insesgados de distribuciones discretas multivariantes y el test chi-cuadrado de bondad de ajuste
- Enlaces
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Resumen
We consider the problem of estimation of the value of a real-valued function u(?), ? = (?1, ..., ?k)T, on the basis of a sample from non-truncated or truncated multivariate Modified Power Series Distributions. Using the general theory of estimation and the results of Patil (1965) and Patel (1978) we give the tables of MVUE's for functions of parameter ? of trinomial, multinomial, negative-multinomial and left-truncated modified power series distributions. We have applied the properties of MVUE's and the results from the theory of MVU estimation to construct a goodness-of-fit chi-squared test for multivariate modified power series distributions
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