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JOURNALS // Matematicheskaya Teoriya Igr i Ee Prilozheniya // Archive
Mat. Teor. Igr Pril., 2016 Volume 8, Issue 3, Pages 3–19 (Mi mgta182)
Minimax estimation of parameter of the negative binomial distribution

Vladimir V. Morozov, Maria A. Syrova

Moscow State University

Abstract: A minimax estimation of parameter of the negative binomial distribution is considered. We derive of a numerical method for solution of the statistical game with a quadratic loss function. A minimax linear estimation is found.

Keywords: negative binomial distribution, statistical game, minimax estimate, hypergeometric function, Bayes estimate.

UDC: 519.83

MSC: 22.1


© Steklov Math. Inst. of RAS, 2024