Characterizations of non-normalized discrete probability distributions and their application in statistics
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Publication:2136641
DOI10.1214/22-EJS1983zbMATH Open1493.62056arXiv2011.04369OpenAlexW3104675392MaRDI QIDQ2136641FDOQ2136641
Steffen Betsch, Franz Nestmann, Bruno Ebner
Publication date: 11 May 2022
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Abstract: From the distributional characterizations that lie at the heart of Stein's method we derive explicit formulae for the mass functions of discrete probability laws that identify those distributions. These identities are applied to develop tools for the solution of statistical problems. Our characterizations, and hence the applications built on them, do not require any knowledge about normalization constants of the probability laws. To demonstrate that our statistical methods are sound, we provide comparative simulation studies for the testing of fit to the Poisson distribution and for parameter estimation of the negative binomial family when both parameters are unknown. We also consider the problem of parameter estimation for discrete exponential-polynomial models which generally are non-normalized.
Full work available at URL: https://arxiv.org/abs/2011.04369
goodness-of-fit testsnegative binomial distributionStein characterizationsnon-normalized modelsdiscrete exponential-polynomial models
Nonparametric hypothesis testing (62G10) Characterization and structure theory of statistical distributions (62E10)
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Cited In (8)
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- Optimal Stein-type goodness-of-fit tests for count data
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