Detail publikačního výsledku

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

HÜBNEROVÁ, Z.; DOUDOVÁ, L.

Originální název

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

Anglický název

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

Druh

Stať ve sborníku v databázi WoS či Scopus

Originální abstrakt

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.

Anglický abstrakt

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.

Klíčová slova

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

Klíčová slova v angličtině

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

Autoři

HÜBNEROVÁ, Z.; DOUDOVÁ, L.

Vydáno

01.08.2011

Nakladatel

ukzuz

Místo

Brno

ISBN

978-80-7401-028-6

Kniha

Biometric Methods and Models in Current Science and Research

Strany od

119

Strany do

126

Strany počet

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"
}