A Bayesian Study of the Multinomial Distribution
Bloch, Daniel A. ; Watson, Geoffrey S.
Ann. Math. Statist., Tome 38 (1967) no. 6, p. 1423-1435 / Harvested from Project Euclid
Lindley [6] studies the topic in our title. By using Fisher's conditional-Poisson approach to the multinomial and the logarithmic transformation of gamma variables to normality, he showed that linear contrasts in the logarithms of the cell probabilities $\theta_i$ are asymptotically jointly normal and suggested that the approximation can be improved by applying a "correction" to the sample. By studying the asymptotic series for the joint distribution in Section 2 an improved correction procedure is found below. A more detailed expansion is given in Section 3 for the distribution of a single contrast in the $\log \theta_i$. In many problems a linear function of the $\theta_i$ is of interest. The exact distribution is obtained and is of a form familiar in the theory of serial correlation coefficients. A beta approximation is given. For three cells, a numerical example is given to show the merit of this approximation. A genetic linkage example is considered which requires the joint distribution of two linear functions of the $\theta_i$. The exact joint distribution is found but is too involved for practical use. A normal approximation leads to Lindley's results [7].
Publié le : 1967-10-14
Classification: 
@article{1177698697,
     author = {Bloch, Daniel A. and Watson, Geoffrey S.},
     title = {A Bayesian Study of the Multinomial Distribution},
     journal = {Ann. Math. Statist.},
     volume = {38},
     number = {6},
     year = {1967},
     pages = { 1423-1435},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177698697}
}
Bloch, Daniel A.; Watson, Geoffrey S. A Bayesian Study of the Multinomial Distribution. Ann. Math. Statist., Tome 38 (1967) no. 6, pp.  1423-1435. http://gdmltest.u-ga.fr/item/1177698697/