Publication detail
Influence of Estimate of Shape Parameter on Tests in Models with Negative Binomial Distribution.
HÜBNEROVÁ, Z. DOUDOVÁ, L.
English title
Influence of Estimate of Shape Parameter on Tests in Models with Negative Binomial Distribution.
Type
Paper in proceedings (conference paper)
Language
en
Original abstract
Negative binomial (NB) distribution can be parameterized by an expected value and a shape parameter. The shape parameter is a nuisance parameter in tests of an equality of the expected values of random variables with the NB distribution in one-way ANOVA type models. Such tests can be based on the likelihood ratio or score statistic. The paper focuses on these tests under an assumption that the value of the shape parameter is known and constant for all random variables. Nevertheless, in those cases the correct value of the shape parameter is often replaced by its estimate. The paper considers possible consequences of the above described procedure.
Keywords in English
Maximum likelihood estimate, Negative binomial distribution, One-way ANOVA, Power, Shape parameter.
Released
2011-08-01
Publisher
ukzuz
Location
Brno
ISBN
978-80-7401-028-6
Book
Biometric Methods and Models in Current Science and Research
Pages from–to
119–126
Pages count
8
BIBTEX
@inproceedings{BUT96693,
author="Zuzana {Hübnerová} and Lucie {Doudová}",
title="Influence of Estimate of Shape Parameter on Tests in Models with Negative Binomial Distribution.",
booktitle="Biometric Methods and Models in Current Science and Research",
year="2011",
pages="119--126",
publisher="ukzuz",
address="Brno",
isbn="978-80-7401-028-6"
}