二项变量对数的偏倚与高阶累积量

The Bias and Higher Cumulants of the Logarithm of a Binomial Variate

Biometrika · 1986
被引 2
ABS 4

中文导读

通过渐近展开和精确计算,研究了二项变量对数分布的偏倚和前四阶累积量,推导并评估了新的方差估计量,发现渐近偏度与Walter(1975)的结果不同,并应用于单点曲线点估计和二项参数比值的区间估计与检验。

Abstract

The bias and first four cumulants of the distribution of the logarithm of a binomial variate are studied by means of asymptotic expansions and exact computation. A new estimator of the variance is derived and evaluated. The asymptotic skewness is found to differ from the result of Walter (1975). Applications to point estimation of the one-hit curve and the interval estimation and testing of the ratio of binomial parameters are considered. Because of the bias and nonnormality of such statistics, methods based on likelihood methods or Pearson chi-squared statistics are preferred.

统计学二项分布参数估计置信区间