Minimum Chi-Squared Estimation Using Independent Statistics
Joffe, A. D.
Ann. Math. Statist., Tome 38 (1967) no. 6, p. 267-270 / Harvested from Project Euclid
In a multinomial situation with observed proportions $Q_i (i = 1, \cdots, r + 1)$ and corresponding expected proportions $p_i$, it has been shown by Chapman [1] that for large samples $Y_i = \ln Q_i - \ln Q_{i + 1},\quad i = 1, \cdots, r,$ and $Y_j$ are independent for $j \neq i - 1, i, i + 1$. In this note the efficiency obtained when estimating the parameters of a distribution from these mutually independent odd (or even) $Y_i$'s is examined in the case of the geometric and Poisson distributions and it is shown that the resulting estimators are inefficient.
Publié le : 1967-02-14
Classification: 
@article{1177699080,
     author = {Joffe, A. D.},
     title = {Minimum Chi-Squared Estimation Using Independent Statistics},
     journal = {Ann. Math. Statist.},
     volume = {38},
     number = {6},
     year = {1967},
     pages = { 267-270},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177699080}
}
Joffe, A. D. Minimum Chi-Squared Estimation Using Independent Statistics. Ann. Math. Statist., Tome 38 (1967) no. 6, pp.  267-270. http://gdmltest.u-ga.fr/item/1177699080/