Unbiased estimators of multivariate discrete distributions and chi-square goodness-of-fit test.

Título inglés	Unbiased estimators of multivariate discrete distributions and chi-square goodness-of-fit test.
Título español	Estimadores insesgados de distribuciones discretas multivariantes y el test chi-cuadrado de bondad de ajuste.
Autor/es	Nikulin, Mikhail S. ; Voinov, Vassiliy G.
Organización	Steklov Math. Inst., San Petersburgo, Rusia;Univ. Bordeaux 2, Burdeos, Francia;Phys.-Tech. Inst. Acad. Sci. Kazakhstan, Alma-Ata, Kazajstán
Revista	0210-8054
Publicación	1993, 17 (3): 301-326, 27 Ref.
Tipo de documento	articulo
Idioma	Inglés
Resumen inglés	We consider the problem of estimation of the value of a real-valued function u(θ), θ = (θ1, ..., θk)T, on the basis of a sample from non-truncated or truncated multivariate Modified Power Series Distributions. Using the general theory of estimation and the results of Patil (1965) and Patel (1978) we give the tables of MVUE's for functions of parameter θ of trinomial, multinomial, negative-multinomial and left-truncated modified power series distributions. We have applied the properties of MVUE's and the results from the theory of MVU estimation to construct a goodness-of-fit chi-squared test for multivariate modified power series distributions.
Código MathReviews	MR1274453
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