Publication result detail

Influence of Estimate of Shape Parameter on Tests in Models with Negative Binomial Distribution.

HÜBNEROVÁ, Z.; DOUDOVÁ, L.

Original Title

Influence of Estimate of Shape Parameter on Tests in Models with Negative Binomial Distribution.

English Title

Influence of Estimate of Shape Parameter on Tests in Models with Negative Binomial Distribution.

Type

Paper in proceedings (conference paper)

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.

English 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

Maximum likelihood estimate, Negative binomial distribution, One-way ANOVA, Power, Shape parameter.

Key words in English

Maximum likelihood estimate, Negative binomial distribution, One-way ANOVA, Power, Shape parameter.

Authors

HÜBNEROVÁ, Z.; DOUDOVÁ, L.

Released

01.08.2011

Publisher

ukzuz

Location

Brno

ISBN

978-80-7401-028-6

Book

Biometric Methods and Models in Current Science and Research

Pages from

119

Pages to

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"
}