- Tytuł:
- Minmax estimation of the empirical distribution function
- Autorzy:
- Rutkowska, Magdalena
- Powiązania:
- https://bibliotekanauki.pl/articles/748224.pdf
- Data publikacji:
- 1980
- Wydawca:
- Polskie Towarzystwo Matematyczne
- Tematy:
- Estimation,Minimax procedures
- Opis:
-
.
Let X1,⋯,Xm and Y1,⋯,Yn be two independent samples from the same distribution. The problem is to predict the empirical distribution function, F^(t)=∑ni=1δ(Yi,t), from the second sample using the first sample, where δ(Yi,t)=1 if Yi≤t, and δ(Yi,t)=0 otherwise. The class of predictors φ(t)=a+∑mi=1biδ(Xi,t), a≥0, bi≥0, is considered and the minimax solution under the loss function L(F^,φ)=∫[F(t)−φ(t)]2[F(t)]γ−1[1−F(t)]δ−1dW(t) is constructed; here γ and δ are each either 0 or 1, and W is a given nonnull, finite measure. A method developed by E. G. Phadia [Ann. Statist. 1 (1973), 1149–1157; MR0348872] is used. - Źródło:
-
Mathematica Applicanda; 1980, 8, 16
1730-2668
2299-4009 - Pojawia się w:
- Mathematica Applicanda
- Dostawca treści:
- Biblioteka Nauki
Artykuł