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| Main Author: | |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2510.18503 |
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| _version_ | 1866911223870652416 |
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| author | Fischer, Adrian |
| author_facet | Fischer, Adrian |
| contents | We revisit the problem of parameter estimation for discrete probability distributions with values in $\mathbb{Z}^d$. To this end, we adapt a technique called Stein's Method of Moments to discrete distributions which often gives closed-form estimators when standard methods such as maximum likelihood estimation (MLE) require numerical optimization. These new estimators exhibit good performance in small-sample settings which is demonstrated by means of a comparison to the MLE through simulation studies. We pay special attention to truncated distributions and show that the asymptotic behavior of our estimators is not affected by an unknown (rectangular) truncation domain. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2510_18503 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | New closed-form estimators for discrete distributions Fischer, Adrian Statistics Theory We revisit the problem of parameter estimation for discrete probability distributions with values in $\mathbb{Z}^d$. To this end, we adapt a technique called Stein's Method of Moments to discrete distributions which often gives closed-form estimators when standard methods such as maximum likelihood estimation (MLE) require numerical optimization. These new estimators exhibit good performance in small-sample settings which is demonstrated by means of a comparison to the MLE through simulation studies. We pay special attention to truncated distributions and show that the asymptotic behavior of our estimators is not affected by an unknown (rectangular) truncation domain. |
| title | New closed-form estimators for discrete distributions |
| topic | Statistics Theory |
| url | https://arxiv.org/abs/2510.18503 |