The negative hypergeometric distribution and estimation by moments

An exact evaluation of the joint efficiency of the method of moments is given, along with a study of properties of the moment estimation for the basic beta distribution parameters. Series are derived for the first four moments of the moment estimators; summation techniques are required for evaluatio...

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Veröffentlicht in:Communications in statistics. Simulation and computation 1992-01, Vol.21 (2), p.301-332
Hauptverfasser: Bowman, K.O., Kastenbaum, Marvin A., Shenton, L. R.
Format: Artikel
Sprache:eng
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Zusammenfassung:An exact evaluation of the joint efficiency of the method of moments is given, along with a study of properties of the moment estimation for the basic beta distribution parameters. Series are derived for the first four moments of the moment estimators; summation techniques are required for evaluations, and simulation approaches are used for validation.
ISSN:0361-0918
1532-4141
DOI:10.1080/03610919208813021