dc.contributor.author | Banerjee, Tathagata | |
dc.contributor.author | Paul, Sudhir | |
dc.contributor.author | Balsuriya, Uditha | |
dc.date.accessioned | 2005-10-26T11:52:30Z | |
dc.date.available | 2005-10-26T11:52:30Z | |
dc.date.copyright | 2005 | |
dc.date.issued | 2005-10-26T11:52:30Z | |
dc.identifier.citation | Banerjee, Tathagata et al. (April 2005), Fisher information matrix of the Dirichlet-multinomial distribution, Biometrical Journal, Wiley Interscience, Vol. 47(2), Pp. 230-236 | |
dc.identifier.uri | http://hdl.handle.net/11718/9998 | |
dc.description.abstract | In this paper we derive explicit expressions for the elements of the exact Fisher information matrix of
the Dirichlet-multinomial distribution. We show that exact calculation is based on the beta-binomial
probability function rather than that of the Dirichlet-multinomial and this makes the exact calculation
quite easy. The exact results are expected to be useful for the calculation of standard errors of the
maximum likelihood estimates of the beta-binomial parameters and those of the Dirichlet-multinomial
parameters for data that arise in practice in toxicology and other similar fields. Standard errors of the
maximum likelihood estimates of the beta-binomial parameters and those of the Dirichlet-multinomial
parameters, based on the exact and the asymptotic Fisher information matrix based on the Dirichlet
distribution, are obtained for a set of data from Haseman and Soares (1976), a dataset from Mosimann
(1962) and a more recent dataset from Chen, Kodell, Howe and Gaylor (1991). There is substantial
difference between the standard errors of the estimates based on the exact Fisher information matrix
and those based on the asymptotic Fisher information matrix. | |
dc.language.iso | en | en |
dc.subject | Approximate Fisher information matrix | en |
dc.subject | Beta-binomial distribution | en |
dc.subject | Dirichlet-multinomial distribution | en |
dc.subject | Exact Fisher information matrix | en |
dc.subject | Maximum likelihood estimates | en |
dc.title | Fisher information matrix of the Dirichlet-multinomial distribution | en |
dc.type | Article | en |