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On the Use of Minimum Chi-Square Estimation

R. R. Harris and G. K. Kanji
Journal of the Royal Statistical Society. Series D (The Statistician)
Vol. 32, No. 4 (Dec., 1983), pp. 379-394
Published by: Wiley for the Royal Statistical Society
DOI: 10.2307/2987540
Stable URL: http://www.jstor.org/stable/2987540
Page Count: 16
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On the Use of Minimum Chi-Square Estimation
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Abstract

The method of maximum likelihood estimation is widely used and its sovereignty has been questioned recently by Berkson (1980) who argues that minimum chi-square and not maximum likelihood is the basic principle of statistical inference. In any application a wide range of estimators exist that would be classed by Berkson as minimum chi-square estimators whilst in the literature the definition of such a class is not without ambiguity. This paper reviews some aspects of the history and background to this ambiguity and argues in favour of a wider use of "pure" minimum chi-square estimation. The usefulness of this method in the wider context of statistical modelling is illustrated by a consideration of the appropriateness of a geometric distribution to some bus passenger frequency data.

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