Parameter Estimation for the Dirichlet-Multinomial Distribution Using Supplementary Beta-Binomial Data

摘要

The author develops estimates for the parameters of Dirichlet-multinomial distribution (DMD) when there is insufficient data to obtain maximum likelihood or method of moment estimates known in the literature. We do, however, have supplementary beta-binomial data pertaining to the marginals of the DMD, and use these data when estimating the DMD parameters. A real situation and data set are given where the estimates are applicable.