Download or read book Maximum Likelihood Estimation in Compound Multinomial and Compound Poisson Distributions written by Bruce Levin and published by . This book was released on 1974 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Maximum Likelihood Estimation of the Compounding Distribution of Compound Poisson Process written by Léopold Simar and published by . This book was released on 1974 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Estimation of the Parameters of a Modified Compound Poisson Distribution written by J. L. Bryant and published by . This book was released on 1986 with total page 37 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper addresses the problem of estimation of the parameters of the Poisson sum of Gaussian random variables imbedded in a background of Gaussian noise when only realizations of the sum are observable. Cumulant matching, maximum likelihood, and an empirically orthogonalized characteristic function procedures are considered. The characteristic function and the maximum likelihood procedures produce similar results in a simulation study. However, the characteristic function procedure is computationally superior. Conditions under which all procedures are incapable of parameter estimation are discussed. Keywords: random variables, normal distribution.

Download or read book Handbook of the Poisson Distribution written by Frank A. Haight and published by . This book was released on 1967 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Bivariate Discrete Distributions written by Kocherlakota and published by Routledge. This book was released on 2017-11-22 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: This useful reference/text provides a comprehensive study of the various bivariate discretedistributions that have appeared in the literature- written in an accessible manner thatassumes no more than a first course in mathematical statistics.Supplying individualized treatment of topics while simultaneously exploiting the interrelationshipsof the material, Bivariate Discrete Distributions details the latest techniques ofcomputer simulation for the distributions considered ... contains a general introduction tothe structural properties of discrete distributions, including generating functions, momentrelationships, and the basic ideas of generalizing . . . develops distributions using samplingschemes . .. explores the role of compounding ... covers Waring and "short" distributionsfor use in accident theory ... discusses problems of statistical inference, emphasizing techniquespertinent to the discrete case ... and much more!Containing over 1000 helpful equations, Bivariate Discrete Distributions is

Download or read book Estimation in Mixed Frequency Distributions written by A. Clifford Cohen and published by . This book was released on 1967 with total page 100 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Maximum Likelihood Estimation of the Parameters of a Geometrically Compounded Poisson Process written by Robin B. S. Brooks and published by . This book was released on 1966 with total page 7 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Maximum Likelihood Estimation of the Multinomial Dirichlet Distribution written by Manohar U. Kalwani and published by . This book was released on 1980 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Compound Poisson Approximation written by V. Čekanavičius and published by CRC Press. This book was released on 2024-08-21 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: Compound Poisson approximation appears naturally in situations where one deals with a large number of rare events. It has important applications in insurance, extreme value theory, reliability theory, mathematical biology, and more. Compound Poisson Approximation synthesizes the most important recent research in the field in a single volume. With an extensive list of references, open problems, and exercises, it will become the standard reference book on the topic. Features • Provides a comprehensive overview of this rapidly expanding field • Synthesizes the most important research results of recent years • Presents an array of special topics • Provides the reader with a set of tools needed for research and education The book is of interest to researchers and postgraduate students from probability, statistics, and mathematics.

Download or read book Maximum Likelihood Estimation of Parameters with Constraints in Normal and Multinomial Distributions written by HUITIAN. XUE and published by . This book was released on 2017-01-26 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This dissertation, "Maximum Likelihood Estimation of Parameters With Constraints in Normal and Multinomial Distributions" by Huitian, Xue, 薛惠天, was obtained from The University of Hong Kong (Pokfulam, Hong Kong) and is being sold pursuant to Creative Commons: Attribution 3.0 Hong Kong License. The content of this dissertation has not been altered in any way. We have altered the formatting in order to facilitate the ease of printing and reading of the dissertation. All rights not granted by the above license are retained by the author. Abstract: Motivated by problems in medicine, biology, engineering and economics, con- strained parameter problems arise in a wide variety of applications. Among them the application to the dose-response of a certain drug in development has attracted much interest. To investigate such a relationship, we often need to conduct a dose- response experiment with multiple groups associated with multiple dose levels of the drug. The dose-response relationship can be modeled by a shape-restricted normal regression. We develop an iterative two-step ascent algorithm to estimate normal means and variances subject to simultaneous constraints. Each iteration consists of two parts: an expectation{maximization (EM) algorithm that is utilized in Step 1 to compute the maximum likelihood estimates (MLEs) of the restricted means when variances are given, and a newly developed restricted De Pierro algorithm that is used in Step 2 to find the MLEs of the restricted variances when means are given. These constraints include the simple order, tree order, umbrella order, and so on. A bootstrap approach is provided to calculate standard errors of the restricted MLEs. Applications to the analysis of two real datasets on radioim-munological assay of cortisol and bioassay of peptides are presented to illustrate the proposed methods. Liu (2000) discussed the maximum likelihood estimation and Bayesian estimation in a multinomial model with simplex constraints by formulating this constrained parameter problem into an unconstrained parameter problem in the framework of missing data. To utilize the EM and data augmentation (DA) algorithms, he introduced latent variables {Zil;Yil} (to be defined later). However, the proposed DA algorithm in his paper did not provide the necessary individual conditional distributions of Yil given (the observed data and) the updated parameter estimates. Indeed, the EM algorithm developed in his paper is based on the assumption that{ Yil} are fixed given values. Fortunately, the EM algorithm is invariant under any choice of the value of Yil, so the final result is always correct. We have derived the aforesaid conditional distributions and hence provide a valid DA algorithm. A real data set is used for illustration. DOI: 10.5353/th_b4785001 Subjects: Estimation theory Parameter estimation

Download or read book GLIM 82 Proceedings of the International Conference on Generalised Linear Models written by R. Gilchrist and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 195 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume of Lecture Notes in Statistics consists of the published proceedings of the first international conference to be held on the topic of generalised linear models. This conference was held from 13 - 15 September 1982 at the Polytechnic of North London and marked an important stage in the development and expansion of the GLIM system. The range of the new system, tentatively named Prism, is here outlined by Bob Baker. Further sections of the volume are devoted to more detailed descriptions of the new facilities, including information on the two different numerical methods now available. Most of the data analyses in this volume are carried out using the GLIM system but this is, of course, not necessary. There are other ways of analysing generalised linear models and Peter Green here discusses the many attractive features of APL, including its ability to analyse generalised linear models. Later sections of the volume cover other invited and contributed papers on the theory and application of generalised linear models. Included amongst these is a paper by Murray Aitkin, proposing a unified approach to statistical modelling through direct likelihood inference, and a paper by Daryl Pregibon showing how GLIM can be programmed to carry out score tests. A paper by Joe Whittaker extends the recent discussion of the relationship between conditional independence and log-linear models and John Hinde considers the introduction of an independent random variable into a linear model to allow for unexplained variation in Poisson data.

Download or read book Maximum Likelihood Estimation for a Class of Multinomial Distributions Arising in Reliability written by F. J. Samaniego and published by . This book was released on 1978 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt: Let X sub i, i=1, ..., k be independent Bernoulli random variables with potentially different probabilities of success p sub i, i-1, ..., k. This situation is denoted by X sub i approx B(1,pi), i=1, ..., k. Let Y = sub over i = 1 to k of X sub i and assume that a random sample Y1, Y2 ..., Yn is available. The common distribution of these Y's is the k-fold convolution to be denoted *(i = 1 to k). This note concerns the estimation of the parameters of this convolution based on the Y sample via the method of maximum likelihood.

Download or read book Bivariate Discrete Distributions written by Kocherlakota and published by CRC Press. This book was released on 2017-11-22 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: This useful reference/text provides a comprehensive study of the various bivariate discretedistributions that have appeared in the literature- written in an accessible manner thatassumes no more than a first course in mathematical statistics.Supplying individualized treatment of topics while simultaneously exploiting the interrelationshipsof the material, Bivariate Discrete Distributions details the latest techniques ofcomputer simulation for the distributions considered ... contains a general introduction tothe structural properties of discrete distributions, including generating functions, momentrelationships, and the basic ideas of generalizing . . . develops distributions using samplingschemes . .. explores the role of compounding ... covers Waring and "short" distributionsfor use in accident theory ... discusses problems of statistical inference, emphasizing techniquespertinent to the discrete case ... and much more!Containing over 1000 helpful equations, Bivariate Discrete Distributions is

Download or read book Random Counts in Scientific Work Random counts in physical sciences geoscience and business written by and published by . This book was released on 1970 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The estimation of the compounding distribution of a compound poisson process written by Léopold Simar and published by . This book was released on 1974 with total page 66 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book NBS Special Publication written by and published by . This book was released on 1970 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Random Counts in Scientific Work Random counts in physical sciences geoscience and business written by Ganapati P. Patil and published by . This book was released on 1970 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: