A sufficient normality condition for Turing's formula
Zhiyi Zhang and
Hongwei Huang
Journal of Nonparametric Statistics, 2008, vol. 20, issue 5, 431-446
Abstract:
This paper establishes a previously unknown sufficient condition for the asymptotic normality of the non-parametric sample coverage estimate based on Good under a fixed underlying probability distribution {pk; k=1, …} where all pk>0. The sufficient condition of this paper supports a non-empty class of distributions and excludes the condition of Esty as a marginal case in which it is shown that the √n-normalised sample coverage estimate proposed by Esty necessarily degenerates under a fixed {pk}. The convergent statistic in the newly established normality law and the resulting relevant confidence intervals are all of new forms, and specifically are different from those suggested by Esty.
Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:taf:gnstxx:v:20:y:2008:i:5:p:431-446
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DOI: 10.1080/10485250802172126
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