Multinomial estimation procedures for two stochastically ordered distributions
Standard estimation procedures in a multinomial setting are the methods of maximum likelihood, minimum chi-square, Neyman modified minimum chi-square, minimum discrimination information, and the Freeman-Tukey criteria. In this paper it is shown that if the parameter region of interest is restricted to be that of stochastic ordering between two multinomial parameters, then all these procedures can also be related as in Dykstra and Lee (1991) and the corresponding estimates can be expressed in terms of a simple weighted least square projection.
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Volume (Year): 30 (1996)
Issue (Month): 4 (November)
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- Dykstra, R. L. & Lee, Chu-In Charles, 1991. "Multinomial estimation procedures for isotonic cones," Statistics & Probability Letters, Elsevier, vol. 11(2), pages 155-160, February.
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