Main article: German tank problem
The problem of estimating the maximum N {\displaystyle N} of a discrete uniform distribution on the integer interval [ 1 , N ] {\displaystyle [1,N]} from a sample of k observations is commonly known as the German tank problem, following the practical application of this maximum estimation problem, during World War II, by Allied forces seeking to estimate German tank production.
A uniformly minimum variance unbiased (UMVU) estimator for the distribution's maximum in terms of m, the sample maximum, and k, the sample size, is1
N ^ = k + 1 k m − 1 = m + m k − 1. {\displaystyle {\hat {N}}={\frac {k+1}{k}}m-1=m+{\frac {m}{k}}-1.}
This can be seen as a very simple case of maximum spacing estimation.
This has a variance of2 1 k ( N − k ) ( N + 1 ) ( k + 2 ) ≈ N 2 k 2 for small samples k ≪ N {\displaystyle {\frac {1}{k}}{\frac {(N-k)(N+1)}{(k+2)}}\approx {\frac {N^{2}}{k^{2}}}{\text{ for small samples }}k\ll N} so a standard deviation of approximately N k {\displaystyle {\tfrac {N}{k}}} , the population-average gap size between samples.
The sample maximum m {\displaystyle m} itself is the maximum likelihood estimator for the population maximum, but it is biased.
If samples from a discrete uniform distribution are not numbered in order but are recognizable or markable, one can instead estimate population size via a mark and recapture method.
Main article: Random permutation
See rencontres numbers for an account of the probability distribution of the number of fixed points of a uniformly distributed random permutation.
The family of uniform discrete distributions over ranges of integers with one or both bounds unknown has a finite-dimensional sufficient statistic, namely the triple of the sample maximum, sample minimum, and sample size.
Uniform discrete distributions over bounded integer ranges do not constitute an exponential family of distributions because their support varies with their parameters.
For families of distributions in which their supports do not depend on their parameters, the Pitman–Koopman–Darmois theorem states that only exponential families have sufficient statistics of dimensions that are bounded as sample size increases. The uniform distribution is thus a simple example showing the necessity of the conditions for this theorem.
Johnson, Roger (1994), "Estimating the Size of a Population", Teaching Statistics, 16 (2 (Summer)): 50–52, CiteSeerX 10.1.1.385.5463, doi:10.1111/j.1467-9639.1994.tb00688.x /wiki/CiteSeerX_(identifier) ↩