Confidence regions for multinomial parameters

  • Authors:
  • A. J. Lee;S. O. Nyangoma;G. A. F. Seber

  • Affiliations:
  • Statistics Department, Auckland University, Private Bag 92019, Auckland, New Zealand;Department of Statistics and Actuarial Science, University of Witwatersrand, Johannesburg, South Africa;Statistics Department, Auckland University, Private Bag 92019, Auckland, New Zealand

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2002

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Abstract

In this paper we study several different methods for setting confidence regions for multinomial parameters. We examine 12 regions based on the likelihood ratio, the score statistic, the Pearson χ2 statistic and various quadratic approximations to these. The different methods are compared in terms of coverage and volume in the context of several examples.