Memoirs of the Faculty of Science, Shimane University

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Memoirs of the Faculty of Science, Shimane University 24
1990-12-25 発行

プールされたグループトデータに基づく最小コントラスト推定値の存在するための判定法

Criteria for Existence of a Minimum Contrast Estimate from a Pooled Grouped Data
Nakamura, Tadashi
Lee, Chae-Shin
Kayano, Takashi
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Description
Criteria for the existence of a minimum contrast estimate from a pooled grouped data are discussed. The minimum contrast estimate from the pooled grouped data covers both the maximum likelihood estimate and the minimum chi-square estimate from the grouped data as a special case. These criteria can be drived by a method called probability contents boundary analysis. This method gives systematically sufficient, or necessary and sufficient conditions for the existence of minimum contrast estimates for a wide class of families of distributions. Resulting criteria do not depend on the form of underlying distribution function.