Asymptotic efficiency and some quasi-method of moments estimators
By: Robert R. Read
Contributors: Naval Postgraduate School (U.S.)
Publisher: Naval Postgraduate School
Published: 1977
Place of publication: Monterey, Calif
Language: eng
Number of pages: 69
Subjects: Probabilities; Mathematical statistics; Poisson processes; Estimation theory
Description: The report contains the asymptotic efficiencies of some candidate estimators which provide alternatives to maximum likelihood in some common probabilistic settings. The alternative estimators can be found with measurably less effort than solving the likelihood equations. They include the method of moments and similarly constructed estimators that involve the harmonic mean. The most successful example found deals with the negative binomial distribution. Here, the harmonic mean estimator has high efficiency in regions where the method of moments estimator has rather low efficiency. (Author)
Notes: Title from cover.

"March 1977"--Cover.

"NPS-55-77-7"--Cover.

Author(s) subject terms: Estimation, method of moments, maximum likelihood, efficiency.

Includes bibliographical references (p. 69)

"Approved for public release; distribution unlimited"--Cover.

Technical report; 1977.