We suppose that a population contains $K$ different types of object, with R.V $X_1$, $X_2$, ... , $X_K$, being the number of each type, and we have $\sum_{k = 1}^{K}X_{k} = N$. Then, a simple random sample of size $n$ is taken and the number of each type, $Y_1$, $Y_2$, ... , $Y_K$ is obtained so that $\sum_{k = 1}^{K}Y_{k} = n$. I noticed that this can be modeled by a multivariate hypergeometric distribution: $$ P(Y_1, Y_2, ... ,Y_K|x_1, x_2, ... , x_K) = \frac{\prod_{k = 1}^{K} {x_k \choose y_k}}{{N \choose n}}, $$ with mean and variances $$ E(Y_k|x_k) = n\frac{x_k}{N} \quad \text{and} \quad Var(Y_k|x_k) = n\frac{x_k}{N}(1-\frac{x_k}{N})\frac{N-n}{N-1}. $$ Assuming that the numbers of $X_1, X_2, ... , X_K$ are unknown but the $N$ is known. I am wondering how can I obtain the method of moments estimator for $X_k$ and the variance of this estimator along with an estimator of this variance?
2026-04-04 05:59:39.1775282379
Moment Estimator in Multivariate Hypergeometric Distribution
107 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail AtRelated Questions in PROBABILITY
- How to prove $\lim_{n \rightarrow\infty} e^{-n}\sum_{k=0}^{n}\frac{n^k}{k!} = \frac{1}{2}$?
- Is this a commonly known paradox?
- What's $P(A_1\cap A_2\cap A_3\cap A_4) $?
- Prove or disprove the following inequality
- Another application of the Central Limit Theorem
- Given is $2$ dimensional random variable $(X,Y)$ with table. Determine the correlation between $X$ and $Y$
- A random point $(a,b)$ is uniformly distributed in a unit square $K=[(u,v):0<u<1,0<v<1]$
- proving Kochen-Stone lemma...
- Solution Check. (Probability)
- Interpreting stationary distribution $P_{\infty}(X,V)$ of a random process
Related Questions in STATISTICS
- Given is $2$ dimensional random variable $(X,Y)$ with table. Determine the correlation between $X$ and $Y$
- Statistics based on empirical distribution
- Given $U,V \sim R(0,1)$. Determine covariance between $X = UV$ and $V$
- Fisher information of sufficient statistic
- Solving Equation with Euler's Number
- derive the expectation of exponential function $e^{-\left\Vert \mathbf{x} - V\mathbf{x}+\mathbf{a}\right\Vert^2}$ or its upper bound
- Determine the marginal distributions of $(T_1, T_2)$
- KL divergence between two multivariate Bernoulli distribution
- Given random variables $(T_1,T_2)$. Show that $T_1$ and $T_2$ are independent and exponentially distributed if..
- Probability of tossing marbles,covariance
Related Questions in ESTIMATION
- Question on designing a state observer for discrete time system
- Some help with calculating the time remaining please???
- Is the usage of unbiased estimator appropriate?
- How to statistically estimate multiple linear coefficients?
- Is there an intuitive way to see that $\mathbb{E}[X|Y]$ is the least squares estimator of $X$ given $Y$?
- minimizing MSE of estimator $\theta(a,b) = \frac{1}{n} \sum^n_{i=1} Y_ia_i + b$
- a limit about exponential function
- I don't understand where does the $\frac{k-1}{k}$ factor come from, in the probability mass function derived by Bayesian approach.
- hints for calculation of double integral
- estimation of $\mu$ in a Gaussian with set confidence interval
Related Questions in HYPERGEOMETRIC-FUNCTION
- Probability of future success when trials are dependent: In 4 draws w/o replacement, what is the probability that draws 3 & 4 will be successful?
- Integral of a Gaussian multiplied with a Confluent Hypergeometric Function?
- Integral $ \int_{0}^{D} x \cdot (\sqrt{1+x^a})^{b}\,dx$
- Generating function of the sequence $\binom{2n}{n}^3H_n$
- Integral $\int (t^2 - 1)^{a} \cdot t^{b} \cdot \log(t)\,dt$
- The integral of an elliptic integral: $\int_{0}^{1}\frac{x\mathbf{K}^2\left ( x \right )}{\sqrt{1-x^{2}}}\mathrm{d}x$
- Integrating $\int (t^2+7)^{\frac{1}{3}}$dt
- Evaluating a definite integral with hypergeometric function
- Consider a sequence of n independent multinomial trials
- Asymptotic expansion of the hypergeometric function
Trending Questions
- Induction on the number of equations
- How to convince a math teacher of this simple and obvious fact?
- Find $E[XY|Y+Z=1 ]$
- Refuting the Anti-Cantor Cranks
- What are imaginary numbers?
- Determine the adjoint of $\tilde Q(x)$ for $\tilde Q(x)u:=(Qu)(x)$ where $Q:U→L^2(Ω,ℝ^d$ is a Hilbert-Schmidt operator and $U$ is a Hilbert space
- Why does this innovative method of subtraction from a third grader always work?
- How do we know that the number $1$ is not equal to the number $-1$?
- What are the Implications of having VΩ as a model for a theory?
- Defining a Galois Field based on primitive element versus polynomial?
- Can't find the relationship between two columns of numbers. Please Help
- Is computer science a branch of mathematics?
- Is there a bijection of $\mathbb{R}^n$ with itself such that the forward map is connected but the inverse is not?
- Identification of a quadrilateral as a trapezoid, rectangle, or square
- Generator of inertia group in function field extension
Popular # Hahtags
second-order-logic
numerical-methods
puzzle
logic
probability
number-theory
winding-number
real-analysis
integration
calculus
complex-analysis
sequences-and-series
proof-writing
set-theory
functions
homotopy-theory
elementary-number-theory
ordinary-differential-equations
circles
derivatives
game-theory
definite-integrals
elementary-set-theory
limits
multivariable-calculus
geometry
algebraic-number-theory
proof-verification
partial-derivative
algebra-precalculus
Popular Questions
- What is the integral of 1/x?
- How many squares actually ARE in this picture? Is this a trick question with no right answer?
- Is a matrix multiplied with its transpose something special?
- What is the difference between independent and mutually exclusive events?
- Visually stunning math concepts which are easy to explain
- taylor series of $\ln(1+x)$?
- How to tell if a set of vectors spans a space?
- Calculus question taking derivative to find horizontal tangent line
- How to determine if a function is one-to-one?
- Determine if vectors are linearly independent
- What does it mean to have a determinant equal to zero?
- Is this Batman equation for real?
- How to find perpendicular vector to another vector?
- How to find mean and median from histogram
- How many sides does a circle have?