Temat: Fisher Information - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: On the properties of the Generalized Normal Distribution
Autorzy:: Toulias, Thomas
Kitsos, Christos
Powiązania:: https://bibliotekanauki.pl/articles/729804.pdf
Data publikacji:: 2014
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: entropy type Fisher's information
Shannon entropy
Normal distribution
truncated distribution
Opis:: The target of this paper is to provide a critical review and to enlarge the theory related to the Generalized Normal Distributions (GND). This three term (position, scale shape) distribution is based in a strong theoretical background due to Logarithm Sobolev Inequalities. Moreover, the GND is the appropriate one to support the Generalized entropy type Fisher's information measure.
Źródło:: Discussiones Mathematicae Probability and Statistics; 2014, 34, 1-2; 35-49
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: On some properties of ML and REML estimators in mixed normal models with two variance components
Autorzy:: Gnot, Stanisław
Michalski, Andrzej
Urbańska-Motyka, Agnieszka
Powiązania:: https://bibliotekanauki.pl/articles/729742.pdf
Data publikacji:: 2004
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: mixed linear models
likelihood-based inference
ML- and REML- estimation
variance components
Fisher's information
Opis:: In the paper, the problem of estimation of variance components σ₁² and σ₂² by using the ML-method and REML-method in a normal mixed linear model {Y,E(Y) = Xβ, Cov(Y) = σ₁²V + σ₂²Iₙ} is considered. This paper deal with properties of estimators of variance components, particularly when an explicit form of these estimators is unknown. The conditions when the ML and REML estimators can be expressed in explicit forms are given, too. The simulation study for one-way classification unbalanced random model together with a new proposition of approximation of expectation and variances of ML and REML estimators are shown. Numerical calculations with reference to the generalized Fisher's information are also given.
Źródło:: Discussiones Mathematicae Probability and Statistics; 2004, 24, 1; 109-126
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Dostawca treści:: Biblioteka Nauki

Artykuł

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