Robust fitting of the binomial model
二项模型的稳健拟合
We consider the problem of robust inference for the binomial $(m, \pi)$ model. The discreteness of the data and the fact that the parameter and sample spaces are bounded mean that standard robustness theory gives surprising results. For example, the maximum likelihood estimator (MLE) is quite robust, it cannot be improved on for $m=1$ but can be for $m>1$. We discuss four other classes of estimators: $M$-estimators, minimum disparity estimators, optimal MGP estimators, and a…