A simple improved inferential method for some discrete distributions

نویسندگان

  • Yong Cai
  • K. Krishnamoorthy
چکیده

In this article, some simple methods for testing and estimating the parameters of some discrete distributions are proposed. For hypothesis testing, a new test is obtained by combining the usual exact test and an alternative exact test. The exact properties of the usual exact test, the alternative exact test and the combined test are evaluated numerically for the binomial and Poisson distributions. Numerical studies show that the combined test is more powerful than the usual one while controlling the sizes satisfactorily. Furthermore, the combined procedure produced confidence intervals that are practically equivalent to the intervals based on some other complex methods. The methods are also illustrated for the hypergeometric and negative binomial distributions.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Inference for functions of parameters in discrete distributions based on fiducial approach: Binomial and Poisson cases

In this article, we propose a simple method of constructing confidence intervals for a function of binomial success probabilities and for a function of Poisson means. The method involves finding an approximate fiducial quantity (FQ) for the parameters of interest. A FQ for a function of several parameters can be obtained by substitution. For the binomial case, the fiducial approach is illustrat...

متن کامل

M-estimators as GMM for Stable Laws Discretizations

This paper is devoted to "Some Discrete Distributions Generated by Standard Stable Densities" (in short, Discrete Stable Densities). The large-sample properties of M-estimators as obtained by the "Generalized Method of Moments" (GMM) are discussed for such distributions. Some corollaries are proposed. Moreover, using the respective results we demonstrate the large-sample pro...

متن کامل

A Discrete Kumaraswamy Marshall-Olkin Exponential Distribution

Finding new families of distributions has become a popular tool in statistical research. In this article, we introduce a new flexible four-parameter discrete model based on the Marshall-Olkin approach, namely, the discrete Kumaraswamy Marshall-Olkin exponential distribution. The proposed distribution can be viewed as another generalization of the geometric distribution and enfolds some importan...

متن کامل

Minimax Estimator of a Lower Bounded Parameter of a Discrete Distribution under a Squared Log Error Loss Function

The problem of estimating the parameter ?, when it is restricted to an interval of the form , in a class of discrete distributions, including Binomial Negative Binomial discrete Weibull and etc., is considered. We give necessary and sufficient conditions for which the Bayes estimator of with respect to a two points boundary supported prior is minimax under squared log error loss function....

متن کامل

Do we need an integrated Bayesian/likelihood inference?

Murray Aitkin’s recent book, Statistical Inference, presents an approach to statistical hypothesis testing based on comparisons of posterior distributions of likelihoods under competing models. The author develops and illustrates his method using some simple examples of inference from iid data and two-way tests of independence. We analyze in this note some consequences of the inferential paradi...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • Computational Statistics & Data Analysis

دوره 48  شماره 

صفحات  -

تاریخ انتشار 2005