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Sequential Analysis
Design Methods and Applications
Volume 22, 2003 - Issue 4
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Original Articles

Inverse-Type Sampling Procedure for Estimating the Number of Multinomial Classes

Pages 307-324 | Received 01 Aug 2002, Published online: 02 Sep 2006
 

Abstract

A procedure with inverse-type sampling is proposed for the estimation of the number of classes (or cells) in a given multinomial distribution with a devised stopping rule that satisfies a preassigned P*-condition and controls the probability of a correct decision P{CD}. Dirichlet Integrals of Type II are adapted for developing the procedure, which is based on a decision-theoretic approach. We assume that we know neither the number of classes (or cells) nor the cell probabilities (parameters) of the given multinomial but we do assume the minimum cell probability ε(>0). Finally, the Monte Carlo experimentation is carried out in order to illustrate the theoretical results and the behavior of proposed procedure.

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