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Matematicheskaya Teoriya Igr i Ee Prilozheniya, 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
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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.
Funding agency Grant number
Russian Foundation for Basic Research 16-01-00353_а
Document Type: Article
UDC: 519.83
MSC: 22.1
Language: Russian
Citation: Vladimir V. Morozov, Maria A. Syrova, “Minimax estimation of parameter of the negative binomial distribution”, Mat. Teor. Igr Pril., 8:3 (2016), 3–19
Citation in format AMSBIB
\Bibitem{MorSyr16}
\by Vladimir~V.~Morozov, Maria~A.~Syrova
\paper Minimax estimation of parameter of the negative binomial distribution
\jour Mat. Teor. Igr Pril.
\yr 2016
\vol 8
\issue 3
\pages 3--19
\mathnet{http://mi.mathnet.ru/mgta182}
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