Accession Number : AD0669246

Title :   ASYMPTOTICALLY EFFICIENT SIMULTANEOUS ESTIMATION OF SEVERAL PARAMETERS.

Descriptive Note : Technical rept.,

Corporate Author : COLUMBIA UNIV NEW YORK PSYCHOPHYSICS LAB

Personal Author(s) : VAN Laer,John

Report Date : 15 JAN 1968

Pagination or Media Count : 27

Abstract : In a chi - square test of goodness of fit of data to a theoretical model, the estimators of the parameters of the model must be asymptotically efficient. A method (described by W. H. Kruskal) of converting a consistent but inefficient estimator into one that is asymptotically efficient is extended to the case of simultaneous estimation of several parameters. The method is exhibited in a single formula. However, to render the formula intelligible and to motivate and prove the method necessitates derivation in detail of certain characteristics of RBAN estimators of parameters that underlie multinomial distributions. (Author)

Descriptors :   (*PSYCHOLOGICAL TESTS, STATISTICAL ANALYSIS), STATISTICAL TESTS, STATISTICAL DISTRIBUTIONS, MATHEMATICAL PREDICTION, MATHEMATICAL MODELS, SAMPLING, PROBABILITY, MATRICES(MATHEMATICS), NUMERICAL ANALYSIS

Subject Categories : Psychology
      Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE