ASYMPTOTICALLY EFFICIENT SIMULTANEOUS ESTIMATION OF SEVERAL PARAMETERS.

Abstract

In a chi - square test of goodness of fit of data to a theoretical model, the estimators of the parameters of the model must be asymptotically efficient. A method (described by W. H. Kruskal) of converting a consistent but inefficient estimator into one that is asymptotically efficient is extended to the case of simultaneous estimation of several parameters. The method is exhibited in a single formula. However, to render the formula intelligible and to motivate and prove the method necessitates derivation in detail of certain characteristics of RBAN estimators of parameters that underlie multinomial distributions. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jan 15, 1968
Accession Number
AD0669246

Entities

People

  • John Van Laer

Organizations

  • Columbia University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Chi Square Test
  • Computing-Related Activities
  • Data Science
  • Estimators
  • Information Science
  • Interdisciplinary Science
  • Mathematics
  • Statistical Algorithms
  • Statistical Analysis

Fields of Study

  • Mathematics

Readers

  • Statistical inference.
  • Systems Analysis and Design