<p>This paper proposes a novel method to estimate the success probability of the binomial distribution. The proposed method employs the Cramer-von Mises type optimization which has been commonly used in estimating parameters of continuous distributions. Upon obtaining the estimator through the proposed method, its desirable properties, such as asymptotic distribution and robustness, are rigorously investigated. Simulation studies serve to demonstrate that the proposed method compares favorably with other well-celebrated methods, including the maximum likelihood method.</p>

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Application of some \(L_{2}\) optimization to a discrete distribution

  • Jiwoong Kim

摘要

This paper proposes a novel method to estimate the success probability of the binomial distribution. The proposed method employs the Cramer-von Mises type optimization which has been commonly used in estimating parameters of continuous distributions. Upon obtaining the estimator through the proposed method, its desirable properties, such as asymptotic distribution and robustness, are rigorously investigated. Simulation studies serve to demonstrate that the proposed method compares favorably with other well-celebrated methods, including the maximum likelihood method.