Inference for ordered parameters in multinomial distributions

doi:10.1007/s11425-008-0122-z

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	Inference for ordered parameters in multinomial distributions
	Xiong ShiFeng; Li GuoYing
	2009-03-01
发表期刊	SCIENCE IN CHINA SERIES A-MATHEMATICS
ISSN	1006-9283
卷号	52 期号:3 页码:526-538
摘要	This paper discusses inference for ordered parameters of multinomial distributions. We first show that the asymptotic distributions of their maximum likelihood estimators (MLEs) are not always normal and the bootstrap distribution estimators of the MLEs can be inconsistent. Then a class of weighted sum estimators (WSEs) of the ordered parameters is proposed. Properties of the WSEs are studied, including their asymptotic normality. Based on those results, large sample inferences for smooth functions of the ordered parameters can be made. Especially, the confidence intervals of the maximum cell probabilities are constructed. Simulation results indicate that this interval estimation performs much better than the bootstrap approaches in the literature. Finally, the above results for ordered parameters of multinomial distributions are extended to more general distribution models.
关键词	multinomial distribution ordered parameters weighted sum estimator asymptotic normality
DOI	10.1007/s11425-008-0122-z
语种	英语
资助项目	National Natural Science Foundation of China[10371126]
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000264189500012
出版者	SCIENCE PRESS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/9160
专题	系统科学研究所
通讯作者	Xiong ShiFeng
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Xiong ShiFeng,Li GuoYing. Inference for ordered parameters in multinomial distributions[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS,2009,52(3):526-538.
APA	Xiong ShiFeng,&Li GuoYing.(2009).Inference for ordered parameters in multinomial distributions.SCIENCE IN CHINA SERIES A-MATHEMATICS,52(3),526-538.
MLA	Xiong ShiFeng,et al."Inference for ordered parameters in multinomial distributions".SCIENCE IN CHINA SERIES A-MATHEMATICS 52.3(2009):526-538.