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Estimation of a discrete monotone distribution
We study and compare three estimators of a discrete monotone distribution: (a) the (raw) empirical estimator; (b) the “method of rearrangements” estimator; and (c) the maximum likelihood estimator. We show that the maximum likelihood estimator strictly dominates both the rearrangement and empirical...
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| Main Authors: | , |
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| 格式: | Artigo |
| 語言: | Inglês |
| 出版: |
2009
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| 主題: | |
| 在線閱讀: | https://ncbi.nlm.nih.gov/pmc/articles/PMC2858466/ https://ncbi.nlm.nih.gov/pubmed/20419057 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/09-EJS526 |
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