Estimating cell frequencies under inequality constraints based on the Kullback–Leibler information
Lianyan Fu, Wei Gao, Ningzhong Shi · Statistica Neerlandica · 2011
This article considers the problem of estimating the cell frequencies in a contingency table under inequality constraints. Algorithms are proposed for cell frequency estimation via minimizing the Kullback–Leibler distance subject to inequality constraints. The proposed algorithms are shown to be simple, easy to be used, fast, and reliable. Theorems are derived to guarantee the convergence of the algorithms. Applications and extensions of the algorithms are provided for more general problems than contingency table. The R programs that implement the proposed algorithms are presented in Appendix B.