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Surrogate geometric programming estimates of restricted multinomial proportions

 

作者: William P. Cooke,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1983）
卷期: Volume 12, issue 3  

页码: 291-305

 

ISSN:0361-0918

 

年代: 1983

 

DOI:10.1080/03610918308812320

 

出版商: Marcel Dekker, Inc.

 

关键词: coal blending;maximum-likelihood estimation;multinomial distribution;surrogate constraints;zero degrees of difficulty

 

数据来源: Taylor

 

摘要:

Maximum-likelihood estimation of multinomial proportions subject to linear inequality or equality constraints is considered. A demonstration that surrogate constraints yield a zero-degree-of-difficulty geometric programming problem is given. A general solution in terms of surrogate multipliers and the unconstrained estimates is exhibited. A computational algorithm is presented and used to solve an example problem pertaining to coal deliveries received by a power plant.

 

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