Temat: likelihood - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Information-type divergence when the likelihood ratios are bounded
Autorzy:: Rukhin, Andrew
Powiązania:: https://bibliotekanauki.pl/articles/1339144.pdf
Data publikacji:: 1997
Wydawca:: Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:: information measures
multiple decisions
convexity
likelihood ratio
Opis:: The so-called ϕ-divergence is an important characteristic describing "dissimilarity" of two probability distributions. Many traditional measures of separation used in mathematical statistics and information theory, some of which are mentioned in the note, correspond to particular choices of this divergence. An upper bound on a ϕ-divergence between two probability distributions is derived when the likelihood ratio is bounded. The usefulness of this sharp bound is illustrated by several examples of familiar ϕ-divergences. An extension of this inequality to ϕ-divergences between a finite number of probability distributions with pairwise bounded likelihood ratios is also given.
Źródło:: Applicationes Mathematicae; 1996-1997, 24, 4; 415-423
1233-7234
Pojawia się w:: Applicationes Mathematicae
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: On estimation of parameters in the bivariate linear errors-in-variables model
Autorzy:: Czapkiewicz, Anna
Powiązania:: https://bibliotekanauki.pl/articles/1338894.pdf
Data publikacji:: 1999
Wydawca:: Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:: regression line
variance component
simulation study
maximum likelihood method
estimator
replication model
Opis:: We discuss some methods of estimation in bivariate errors-in-variables linear models. We also suggest a method of constructing consistent estimators in the case when the error disturbances have the normal distribution with unknown parameters. It is based on the theory of estimating variance components in linear models. A simulation study is presented which compares this estimator with the maximum likelihood one.
Źródło:: Applicationes Mathematicae; 1998-1999, 25, 4; 401-410
1233-7234
Pojawia się w:: Applicationes Mathematicae
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 3.

Tytuł:: A note on the functional law of the iterated logarithm for Lévys area process
Autorzy:: N’zi, Modeste
Eddahbi, M’hamed
Powiązania:: https://bibliotekanauki.pl/articles/1339281.pdf
Data publikacji:: 1997
Wydawca:: Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:: law of the iterated logarithm
Lévy's area process
Brownian motion
maximum likelihood
Opis:: By using large deviation techniques, we prove a Strassen type law of the iterated logarithm, in Hölder norm, for Lévy's area process.
Źródło:: Applicationes Mathematicae; 1996-1997, 24, 2; 223-229
1233-7234
Pojawia się w:: Applicationes Mathematicae
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 4.

Tytuł:: Stochastic ordering of random kth record values
Autorzy:: Dziubdziela, Wiesław
Tomicka-Stisz, Agata
Powiązania:: https://bibliotekanauki.pl/articles/1338776.pdf
Data publikacji:: 1999
Wydawca:: Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:: stochastic comparison
likelihood ratio order
extreme value theory
hazard rate order
k-record values
random k-record values
random sums
Opis:: Let $X_1,X_2,...$ be a sequence of independent and identically distributed random variables with continuous distribution function F(x). Denote by X(1,k),X(2,k),... the kth record values corresponding to $X_1,X_2,...$ We obtain some stochastic comparison results involving the random kth record values X(N,k), where N is a positive integer-valued random variable which is independent of the $X_i$.
Źródło:: Applicationes Mathematicae; 1999, 26, 3; 293-298
1233-7234
Pojawia się w:: Applicationes Mathematicae
Dostawca treści:: Biblioteka Nauki

Artykuł

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