Asymptotic Moments Matching to Uniformly Minimum Variance Unbiased Estimation under Ewens Sampling Formula
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The Ewens sampling formula is a distribution related to the random partition of a positive integer. In this study, we investigate the issue of non-existence solutions in parameter estimation under the distribution. As a result, the first and second moments matching estimators to the uniformly minimum variance unbiased estimator are derived using the Ewens sampling formula in asymptotic sense. A Monte Carlo simulation study is performed to evaluate the efficiency of the resulting estimators.
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