Estimation of Parameters in Gaussian Hypergeometric Distributions

Abstract Some methods for estimating parameters in distributions generated by the Gaussian hypergeometric function are developed in this article: specifically, methods based on relations between moments and/or frequencies, estimators obtained by the minimum chi-square procedure and the method of maximum likelihood are considered. The asymptotic relative efficiencies of estimators with explicit formulae are compared. Finally, two real examples are given in order to illustrate these methods.

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