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Minimax Estimation of the Parameter of a Negative Binomial Distribution

  • MATHEMATICAL GAME THEORY AND APPLICATIONS
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Abstract

We consider a minimax estimation of the parameter of a negative binomial distribution. A numerical method for solving the statistical game with a quadratic loss function is derived. A minimax linear estimate is found.

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Notes

  1. Currently, functions of the form \(ax+b \) are said to be affine, but we stick to the traditional terminology in [7].

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Funding

This work was financially supported by the Russian Foundation for Basic Research, project no. 16-01-00353 a.

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Authors and Affiliations

  1. Lomonosov Moscow State University, Moscow, 119991, Russia

    V. V. Morozov & M. A. Syrova

Authors
  1. V. V. Morozov
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  2. M. A. Syrova
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Correspondence to V. V. Morozov or M. A. Syrova.

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Translated by V. Potapchouck

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Morozov, V.V., Syrova, M.A. Minimax Estimation of the Parameter of a Negative Binomial Distribution. Autom Remote Control 82, 2261–2272 (2021). https://doi.org/10.1134/S0005117921120158

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  • DOI: https://doi.org/10.1134/S0005117921120158

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