Maximum Likelihood Estimation Under a Successive Sampling Discovery Model

Article

Nair, Vijayan N.; Wang, Paul C.C.   (1989, ASQC and the American Statistical Association)   AT&T Bell Laboratories, Murray Hill, NJ; University of Calgary, Canada

Technometrics    Vol. 31    No. 4
QICID: 9414    November 1989    pp. 423-436
List $10.00
Member $5.00

This article is not available online. Contact us to receive a scan of the archive, in PDF format.
New to ASQ? REGISTER HERE.

Article Abstract

A common problem encountered in the analysis of discovery data is the size-bias phenomenon in which the larger units tend to be discovered first. One approach to account for this bias is to model the discovery process as sampling successively from a finite population without replacement and with probability proportional to size. We consider in this article a generalized version of this model for analyzing multivariate data with any given measure of size. We assume a superpopulation framework and develop procedures for maximum likelihood estimation of the parameters of the distribution. The sue of the EM algorithm for computing the maximum likelihood estimates, associated computational issues, and relationships to regression estimators in survey sampling are discussed. Oil discovery data fro the Rimbey-Meadowbrook reef play are used to illustrate the techniques.

Keywords

Finite population,Parametric models,Estimation,Statistical methods,Algorithm


Browse QIC Articles Chronologically:     Previous Article     Next Article

New Search

Featured advertisers





ASQ is a global community of people passionate about quality, who use the tools, their ideas and expertise to make our world work better. ASQ: The Global Voice of Quality.