Deficiency bounds for the multivariate inverse hypergeometric distribution

Frédéric Ouimet ()
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Frédéric Ouimet: Université de Montréal

Statistical Papers, 2024, vol. 65, issue 6, No 23, 3959-3969

Abstract: Abstract The multivariate inverse hypergeometric (MIH) distribution is an extension of the negative multinomial (NM) model that accounts for sampling without replacement in a finite population. Even though most studies on longitudinal count data with a specific number of ‘failures’ occur in a finite setting, the NM model is typically chosen over the more accurate MIH model. This raises the question: How much information is lost when inferring with the approximate NM model instead of the true MIH model? The loss is quantified by a measure called deficiency in statistics. In this paper, asymptotic bounds for the deficiencies between MIH and NM experiments are derived, as well as between MIH and the corresponding multivariate normal experiments with the same mean-covariance structure. The findings are supported by a local approximation for the log-ratio of the MIH and NM probability mass functions, and by Hellinger distance bounds.

Keywords: Asymptotic statistics; Comparison of experiments; Deficiency; Hellinger distance; Local approximation; Multivariate inverse hypergeometric distribution; Negative multinomial distribution; Primary: 62B15; 62E20; Secondary: 60E05; 60F99; 62H10; 62H12 (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s00362-023-01524-y

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