Estimates based on randomly rounded data - ARCHIVED
Methods are given to estimate functions of the cell probabilities associated with a table of multinomial data that has been randomly rounded to multiples of a given number, say l. We show that: (i) random rounding causes only second order effects on bias and variance; (ii) the loss of efficiency in using the natural estimates of cell probability is negligible provided that the cell entry is large compared with (l^2 - 1) / (6R) where R is the number of cells in the table; and (iii) estimates of apparently exponentially small bias are available for moments of these natural estimates and for polynomials in the cell probabilities.
| Format | Release date | More information |
|---|---|---|
| December 15, 1987 |