Estimation of Multivariate Distributions Under Stochastic Ordering
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Authors
Sampson, Allan R.
Whitaker, Lyn R.
Subjects
Isotonic regression
Maximum likelihood estimation
Ordinal contingency tables
Two-sample problem
Maximum likelihood estimation
Ordinal contingency tables
Two-sample problem
Advisors
Date of Issue
1989-06
Date
Publisher
Language
Abstract
Let F and G be the cdfs of two p-dimensional multivariate distributions, such that F is stochastically larger than G. A
straightforward derivation is given of the generalized maximum likeli~ood est~mators. of F and G,_ ba~ed on ran~om samples
from each population. An algorithmic approach to computing these estimators 1s descnbed and motJvatJ?g numencal examples
are discussed. The special case when F and G correspond to multivariate ordinal contingency tables is also presented. The
relationship of these results to those of Robertson and Wright (1974) is considered.
Type
Article
Description
Series/Report No
Department
Operations Research
Organization
Identifiers
NPS Report Number
Sponsors
Sampson's research was done in part at Carnegie-Mellon University, Department of Statistics, and sponsored by U.S. Air Force Office of Scientific Research Contract 84-0113. Whitaker's research was sponsored by U.S. Air Force Office of Scientific Research Contract 84-0159.
Funder
Sampson's research was done in part at Carnegie-Mellon University, Department of Statistics, and sponsored by U.S. Air Force Office of Scientific Research Contract 84-0113. Whitaker's research was sponsored by U.S. Air Force Office of Scientific Research Contract 84-0159.
Format
Citation
Journal of the American Statistical Association,
June 1989, Vol. 84, No. 406, Theory and Methods
Distribution Statement
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.