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Conway-Maxwell-Binomial distribution: properties and estimation
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DOI：10.1080/00949655.2026.2643459.png)
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Abstract
En 中文
This article investigates the statistical properties of the Conway-Maxwell-Binomial distribution, with a focus on characteristics such as the index of dispersion, skewness, kurtosis, moments and quantile function. The primary objective of this article is to investigate the estimation of parameters using various classical methods, including weighted least squares, minimum Chi-square, the method of moments and the method of percentiles. Additionally, the asymptotic distribution of these estimators is derived. The effectiveness of these estimation methods is assessed through a simulation study conducted across various sample sizes. The performance of the methods is compared based on criteria including bias, mean square error, coverage probability and average length of the confidence interval, and the best method of estimation is recommended. Lastly, the parameter estimation methods are illustrated with two real-life datasets.
Keywords:
Sum of identical but non-independent Bernoulli random variables
moments
index of dispersion
quantile function
estimation
Journal
J
IF:
1.2
Papers:
114
Citations:
4.1K
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