This paper proposes the novel estimator for the success probability parameter of a binomial distribution. To that end, we use the Cramer-von Mises type optimization methodology which has been popular for the parameter estimation in continuous distributions. Upon obtaining the estimator, desirable properties of the proposed estimation method such as asymptotic distribution and robustness are rigorously investigated. Simulation studies demonstrate that the proposed estimator compares favorably with other well-celebrated estimators.
翻译:本文提出了一种针对二项分布成功概率参数的新型估计方法。为此,我们采用在连续分布参数估计中广受欢迎的克拉默-冯·米塞斯型优化方法。在获得估计量后,我们严格研究了所提估计方法在渐近分布和稳健性等方面的优良性质。模拟研究表明,本文提出的估计量优于其他经典估计量。