Small sample properties of parameter estimation in the dirichlet distribution
Arunachalam Narayanan · Communications in Statistics - Simulation and Computation · 1991
A numerically feasible algorithm is proposed for maximum likelihood estimation of the parameters of the Dirichlet distribution. The performance of the proposed method is compared with the method of moments using bias ratio and squared errors by Monte Carlo simulation. For these criteria, it is found that even in small samples maximum likelihood estimation has advantages over the method of moments.