On a Generalization of the Classical Random Sampling Scheme and Unbiased Estimation |
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| Authors: | Ya. Lumelskii V. Voinov P. Feigin |
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| Affiliation: | 1. Faculty of Industrial Engineering and Management , Technion – Israel Institute of Technology , Haifa, Israel;2. Department of Operations Management and Information Systems , Kazakhstan Institute of Management, Economics and Strategic Research , Almaty, Kazakhstan |
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| Abstract: | A generalization of the classical random sampling scheme is suggested. Based on the proposed generalization one can derive many new minimum variance unbiased estimators for probabilities, as well as for other functions of unknown parameters, for the multivariate Pólya, the multivariate negative Pólya, the multinomial, the multivariate hypergeometric, the multivariate Poisson, and the Wishart probability distributions. |
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| Keywords: | Generalized random sampling scheme Multivariate discrete distributions Multivariate Poisson distribution Multivariate Pólya distribution Multivariate negative Pólya distribution Probabilities of linear inequalities Unbiased estimators Wishart distribution |
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