Choosing the smoothing parameter for unordered multinomial data |
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Authors: | M C Jones S K Vines |
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Affiliation: | (1) Department of Statistics, The Open University, Walton Hall, MK7 6AA Milton Keynes, U. K. |
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Abstract: | We consider the estimation of multinomial probabilities in the non-sparse univariate unordered case. We describe a number
of explicit methods (mostly pre-existing) for the choice of the smoothing parameter in this context. In simulations, we compare
these methods in terms of mean root mean squared error performance. Our recommendation is for the routine use of the simplest
Bayesian estimation formula in which the probability in thek'th cell is estimated by (n
k
+1)/(N+K) wheren
k
is the count in thek'th cell,N is the sample size andK is the number of cells. |
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Keywords: | Bayes estimation binomial data cross-validation mean squared error shirnkage unbiasedness |
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