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Rapid Estimation for Discrete Distributions

C. David Kemp and Adrienne W. Kemp
Journal of the Royal Statistical Society. Series D (The Statistician)
Vol. 37, No. 3 (1988), pp. 243-255
Published by: Wiley for the Royal Statistical Society
DOI: 10.2307/2348162
Stable URL: http://www.jstor.org/stable/2348162
Page Count: 13
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Rapid Estimation for Discrete Distributions
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Abstract

The paper examines the construction of rapid estimation procedures for discrete distributions, using the empirical probability generating function (epgf), mathematical approximations to the maximum likelihood equations, and bounds for the maximum likelihood estimators. Some standard rapid estimation procedures for discrete distributions are reviewed and placed in the context of epgf estimation, and new methods are developed. A number of distributions are considered in depth-different distributions are shown to require different procedures. The role of simulation in the construction and validation of new procedures is discussed.

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