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Sibirskii Zhurnal Industrial'noi Matematiki, 2014, Volume 17, Number 3, Pages 135–147
(Mi sjim853)
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This article is cited in 7 scientific papers (total in 7 papers)
Estimation of parameters of probabilistic models which is based on the number of different elements in a sample
M. G. Chebuninab a Sobolev Institute of Mathematics SB RAS, 4 Koptyug av., 630090 Novosibirsk
b Novosibirsk State University, 2 Pirogova st., 630090 Novosibirsk
Abstract:
We consider a sample from a one-parameter family of distributions on natural numbers. It is assumed that the values of the elements in the sample are unknown and only the number of different elements of the sample is known. From these statistics, we construct estimators of the parameter for a few concrete parametric families. It is shown by an example that such an estimator need not be asymptotically normal.
Keywords:
number of different elements, parametric family of distributions, consistent estimator, Gumbel distribution.
Received: 22.11.2013
Citation:
M. G. Chebunin, “Estimation of parameters of probabilistic models which is based on the number of different elements in a sample”, Sib. Zh. Ind. Mat., 17:3 (2014), 135–147
Linking options:
https://www.mathnet.ru/eng/sjim853 https://www.mathnet.ru/eng/sjim/v17/i3/p135
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