The maximum negative binomial distribution

被引:7
作者
Zhang, ZX
Burtness, BA
Zelterman, D
机构
[1] Merck Res Labs, St Petersburg 194223, Russia
[2] Yale Univ, Dept Med Oncol, New Haven, CT 06520 USA
关键词
Bernoulli distribution; negative binomial distribution; minimum negative binomial distribution; riff-shuffle distribution; coupon collector's distribution; EM algorithm;
D O I
10.1016/S0378-3758(99)00177-9
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The maximum negative binomial distribution is the distribution of the smallest number of independent Bernoulli trials needed in order to observe at least c successes and c failures. This distribution arises in a design for a medical experiment. We describe the moments and modes for this distribution. When c is large there are normal and half-normal approximate distributions. If the Bernoulli parameter is extremely close to either zero or one then a gamma approximate distribution is demonstrated. Estimates of the Bernoulli parameter are described using the EM algorithm and a Bayesian prior distribution. (C) 2000 Elsevier Science B.V. All rights reserved.
引用
收藏
页码:1 / 19
页数:19
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