- Tytuł:
- Estimating normal density and normal distribution function: is Kolmogorovs estimator admissible?
- Autorzy:
- Rukhin, Andrew
- Powiązania:
- https://bibliotekanauki.pl/articles/1340688.pdf
- Data publikacji:
- 1993
- Wydawca:
- Polska Akademia Nauk. Instytut Matematyczny PAN
- Tematy:
-
point estimation
normal density
Bayes estimator
quadratic loss
admissibility
normal distribution function - Opis:
- The statistical estimation problem of the normal distribution function and of the density at a point is considered. The traditional unbiased estimators are shown to have Bayes nature and admissibility of related generalized Bayes procedures is proved. Also inadmissibility of the unbiased density estimator is demonstrated.
- Źródło:
-
Applicationes Mathematicae; 1993-1995, 22, 1; 103-115
1233-7234 - Pojawia się w:
- Applicationes Mathematicae
- Dostawca treści:
- Biblioteka Nauki
Artykuł