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Wyświetlanie 1-15 z 17
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
Tytuł:
Bayes sequential estimation procedures for exponential-type processes
Autorzy:
Magiera, Ryszard
Powiązania:
https://bibliotekanauki.pl/articles/1340501.pdf
Data publikacji:
1994
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
Bayes sequential estimation
exponential-type process
stopping time
sequential decision procedure
Opis:
The Bayesian sequential estimation problem for an exponential family of processes is considered. Using a weighted square error loss and observing cost involving a linear function of the process, the Bayes sequential procedures are derived.
Źródło:
Applicationes Mathematicae; 1993-1995, 22, 3; 311-320
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Minimax Prediction for the Multinomial and Multivariate Hypergeometric Distributions
Autorzy:
Jokiel-Rokita, Alicja
Powiązania:
https://bibliotekanauki.pl/articles/1338961.pdf
Data publikacji:
1998
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
multinomial distribution
Bayes estimation
multivariate hypergeometric distribution
minimax estimation
Bayes risk
minimax predictor
Opis:
A problem of minimax prediction for the multinomial and multivariate hypergeometric distribution is considered. A class of minimax predictors is determined for estimating linear combinations of the unknown parameter and the random variable having the multinomial or the multivariate hypergeometric distribution.
Źródło:
Applicationes Mathematicae; 1998-1999, 25, 3; 271-283
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On minimax sequential procedures for exponential families of stochastic processes
Autorzy:
Magiera, Ryszard
Powiązania:
https://bibliotekanauki.pl/articles/1339040.pdf
Data publikacji:
1998
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
Bayes sequential estimation
minimax sequential procedure
exponential family of processes
stopping time
sequential decision procedure
Opis:
The problem of finding minimax sequential estimation procedures for stochastic processes is considered. It is assumed that in addition to the loss associated with the error of estimation a cost of observing the process is incurred. A class of minimax sequential procedures is derived explicitly for a one-parameter exponential family of stochastic processes. The minimax sequential procedures are presented in some special models, in particular, for estimating a parameter of exponential families of diffusions, for estimating the mean or drift coefficients of the class of Ornstein-Uhlenbeck processes, for estimating the drift of a geometric Brownian motion and for estimating a parameter of a family of counting processes. A class of minimax sequential rules for a compound Poisson process with multinomial jumps is also found.
Źródło:
Applicationes Mathematicae; 1998-1999, 25, 1; 1-18
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Robust Bayesian estimation in a normal model with asymmetric loss function
Autorzy:
Boratyńska, Agata
Drozdowicz, Monika
Powiązania:
https://bibliotekanauki.pl/articles/1338870.pdf
Data publikacji:
1999
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
Bayes estimators
asymmetric loss function
robust Bayesian estimation
classes of priors
Opis:
The problem of robust Bayesian estimation in a normal model with asymmetric loss function (LINEX) is considered. Some uncertainty about the prior is assumed by introducing two classes of priors. The most robust and conditional Γ-minimax estimators are constructed. The situations when those estimators coincide are presented.
Źródło:
Applicationes Mathematicae; 1999, 26, 1; 85-92
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Application of bayesian estimation methods for small domains in the Polish Labor Force Survey
Zastosowanie bayesowskich metod estymacji dla małych obszarów w Badaniu Aktywności Ekonomicznej Ludności
Autorzy:
Kubacki, Jan
Powiązania:
https://bibliotekanauki.pl/articles/906830.pdf
Data publikacji:
2008
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
small area estimation
labor force survey
model approach
empirical Bayes estimation
hierarchical Bayes estimation
Opis:
The author presents a synthetic overview of recent efforts related to the small area estimation methods applied to the Polish Labor Force Survey (PLFS). The review concerns methodology and results obtained by Central Statistical Office connected with PLFS and National Census and some results obtained by the author of this paper. In the paper author discusses various methods of estimation together with evaluation of quality of such estimation. In particular the relationship between quality of Bayes estimates type and quality of a priori estimates and also type of applied method of estimation is presented.
Referat przedstawia syntetyczny przegląd przeprowadzonych ostatnio badań, dotyczących zastosowania metod statystyki małych obszarów, z użyciem wyników z Badania Aktywności Ekonomicznej Ludności. Przegląd dotyczy zagadnień metodologicznych oraz wyników otrzymanych przez Główny Urząd Statystyczny, związanych z BAEL oraz Spisem Powszechnym 2002, jak również wynikami otrzymanymi przez autora niniejszego referatu. W referacie dyskutowane są różne metody estymacji, łącznie z szacunkami ich jakości. W szczególności przedstawione została zależność jakości danych szacowanych z użyciem metod bayesowskich od jakości szacunków a priori oraz rodzaju zastosowanej metody estymacji.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2008, 216
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Bayes estimation in agricultural sample surveys in Poland
Estymacja Bayesowska w reprezentacyjnych badaniach rolniczych w Polsce
Autorzy:
Bartosińska, Dorota
Powiązania:
https://bibliotekanauki.pl/articles/907029.pdf
Data publikacji:
2008
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
Bayes estimation
agricultural sample survey
small area estimation
Opis:
Direct estimators used in sample surveys usually provide parameters’ estimates for country and regions. They do not provide estimates for smaller crosssections (age, gender etc.) or smaller geographical areas (subregions, counties, towns and communes). One of the possibilities to obtain such estimates is Bayes approach. It is based on known information beyond the sample. There were considered two Bayes estimators: empirical and hierarchical to obtain precise estimates for counties in agricultural sample surveys carried out by Central Statistical Office in Poland. Additional source of information was Census of Agriculture, whose data are correlated with data from agricultural sample surveys.
W badaniach reprezentacyjnych, prowadzonych przez statystykę publiczną w Polsce i innych krajach, są stosowane estymatory bezpośrednie, oparte wyłącznie na wynikach z próby. Dostarczają one ocen parametrów dla podstawowych przekrojów kraju jako całości i dla większych obszarów, jak województwa. Natomiast nie dają ocen dla mniejszych przekrojów, jak: wiek, płeć itp. oraz dla mniejszych obszarów, jak: podregiony, powiaty, miasta, gminy. Jedną z możliwości uzyskania takich ocen jest podejście bayesowskie, oparte na znanej informacji spoza próby. W artykule rozważa się dwa estymatory bayesowskie: empiryczny i hierarchiczny, aby uzyskać precyzyjne oceny parametrów dla powiatów w reprezentacyjnych badaniach rolniczych prowadzonych przez GUS w Polsce. Źródłem informacji dodatkowych jest pełny spis rolny. Zastosowanie tych estymatorów daje oceny parametrów dla powiatów o dużej precyzji, w przypadku istnienia znacznej korelacji między wynikami z pełnego spisu rolnego i z reprezentacyjnych badań rolniczych prowadzonych po danym spisie.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2008, 216
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Estimation of Parameters for Small Areas Using Hierarchical Bayes Method in the Case of Known Model Hyperparameters
Autorzy:
Kubacki, Jan
Powiązania:
https://bibliotekanauki.pl/articles/465703.pdf
Data publikacji:
2012
Wydawca:
Główny Urząd Statystyczny
Tematy:
Small area estimation
hierarchical Bayes estimation WinBUGS
Opis:
In the paper the method of parameters estimation using hierarchical Bayes (HB) method in the case of known model hyperparameters for a priori conditionals was presented. This approach has some advantage in comparison with subjective model parameters selection because of more simulation stability and allows obtaining estimates that has more regular distribution. As an example the data about average per capita income from Polish Household Budget Survey for counties (NUTS4) and auxiliary variables from Polish Tax Register (POLTAX) were used. The computation was done using WinBUGS software and R-project environment with R2WinBUGS package, which control the simulations in WinBUGS, and coda package, which allows performing the analysis of simulation results. In the paper sample code in R-project that can be used as a pattern for further similar applications was also presented. The efficiency of hierarchical Bayes estimation with other small area methods was compared. Such comparison was done for HB and EBLUP techniques, for which some consistency related to the precision of estimates obtained using both techniques was achieved.
Źródło:
Statistics in Transition new series; 2012, 13, 2; 261-278
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Policy-oriented inference and the analyst-client cooperation. An example from small-area statistics
Autorzy:
Longford, Nicholas T.
Powiązania:
https://bibliotekanauki.pl/articles/465834.pdf
Data publikacji:
2015
Wydawca:
Główny Urząd Statystyczny
Tematy:
composition
empirical Bayes
expected loss
borrowing strength
exploiting similarity
shrinkage
small-area estimation
Opis:
We show on an application to small-area statistics that efficient estimation is not always conducive to good policy decisions because the established inferential procedures have no capacity to incorporate the priorities and preferences of the policy makers and the related consequences of incorrect decisions. A method that addresses these deficiencies is described. We argue that elicitation of the perspectives of the client (sponsor) and their quantification are essential elements of the analysis because different estimators (decisions) are appropriate for different perspectives. An example of planning an intervention in a developing country’s districts with high rate of illiteracy is described. The example exposes the deficiencies of the general concept of efficiency and shows that the criterion for the quality of an estimator has to be formulated specifically for the problem at hand. In the problem, the established small-area estimators perform poorly because the minimum mean squared error is an inappropriate criterion.
Źródło:
Statistics in Transition new series; 2015, 16, 1; 65-82
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A Two-Component Normal Mixture Alternative to the Fay-Herriot Model
Autorzy:
Chakraborty, Adrijo
Datta, Gauri Sankar
Mandal, Abhyuday
Powiązania:
https://bibliotekanauki.pl/articles/465632.pdf
Data publikacji:
2016
Wydawca:
Główny Urząd Statystyczny
Tematy:
Hierarchical Bayes
heavy-tail distribution
non-informative priors
robustness to outliers
small area estimation
Opis:
This article considers a robust hierarchical Bayesian approach to deal with random effects of small area means when some of these effects assume extreme values, resulting in outliers. In the presence of outliers, the standard Fay-Herriot model, used for modeling area-level data, under normality assumptions of random effects may overestimate the random effects variance, thus providing less than ideal shrinkage towards the synthetic regression predictions and inhibiting the borrowing of information. Even a small number of substantive outliers of random effects results in a large estimate of the random effects variance in the Fay-Herriot model, thereby achieving little shrinkage to the synthetic part of the model or little reduction in the posterior variance associated with the regular Bayes estimator for any of the small areas. While the scale mixture of normal distributions with a known mixing distribution for the random effects has been found to be effective in the presence of outliers, the solution depends on the mixing distribution. As a possible alternative solution to the problem, a two-component normal mixture model has been proposed, based on non-informative priors on the model variance parameters, regression coefficients and the mixing probability. Data analysis and simulation studies based on real, simulated and synthetic data show an advantage of the proposed method over the standard Bayesian Fay-Herriot solution derived under normality of random effects.
Źródło:
Statistics in Transition new series; 2016, 17, 1; 67-90
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Development of Small Area Estimationin Official Statistics
Autorzy:
Kordos, Jan
Powiązania:
https://bibliotekanauki.pl/articles/466085.pdf
Data publikacji:
2016
Wydawca:
Główny Urząd Statystyczny
Tematy:
small area estimation
official statistics
sampling survey
direct estimation
indirect estimation
empirical Bayes estimator
hierarchical Bayes estimator
data quality
Opis:
The author begins with a general assessment of the mission of the National Statistics Institutes (NSIs), main producers of official statistics, which are obliged to deliver high quality statistical information on the state and evolution of the population, the economy, the society and the environment. These statistical results must be based on scientific principles and methods. They must be made available to the public, politics, economy and research for decision-making and information purposes. Next, before discussing general issues of small area estimation (SAE) in official statistics, the author reminds: the methods of sampling surveys, data collection, estimation procedures, and data quality assessment used for official statistics. Statistical information is published in different breakdowns with stable or even decreasing budget while being legally bound to control the response burden. Special attention is paid, from a practitioner point of view, to synthetic development of small area estimation in official statistics, beginning with international seminars and conferences devoted to SAE procedures and methods (starting with the Canadian symposium, 1985, and the Warsaw conference, 1992, to the Poznan conference, Poland, 2014), and some international projects (EURAREA, SAMPLE, BIAS, AMELI, ESSnet). Next, some aspects of development of SAE in official statistics are discussed. At the end some conclusions regarding quality of SAE procedures are considered.
Źródło:
Statistics in Transition new series; 2016, 17, 1; 105-132
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Small Area Estimation of Income Under Spatial SAR Model
Autorzy:
Kubacki, Jan
Jędrzejczak, Alina
Powiązania:
https://bibliotekanauki.pl/articles/465667.pdf
Data publikacji:
2016
Wydawca:
Główny Urząd Statystyczny
Tematy:
small area estimation (SAE)
SAR model
hierarchical Bayes estimation
spatial empirical best linear unbiased predictor
Opis:
The paper presents the method of hierarchical Bayes (HB) estimation under small area models with spatially correlated random effects and a spatial structure implied by the Simultaneous Autoregressive (SAR) process. The idea was to improve the spatial EBLUP by incorporating the HB approach into the estimation algorithm. The computation procedure applied in the paper uses the concept of sampling from a posterior distribution under generalized linear mixed models implemented in WinBUGS software and adapts the idea of parameter estimation for small areas by means of the HB method in the case of known model hyperparameters. The illustration of the approach mentioned above was based on a real-world example concerning household income data. The precision of the direct estimators was determined using own three-stage procedure which employs Balanced Repeated Replication, bootstrap and Generalized Variance Function. Additional simulations were conducted to show the influence of the spatial autoregression coefficient on the estimation error reduction. The computations performed by ‘sae’ package for R project and a special procedure for WinBUGS reveal that the method provides reliable estimates of small area means. For high spatial correlation between domains, noticeable MSE reduction was observed, which seems more evident for HB-SAR method as compared with the traditional spatial EBLUP. In our opinion, the Gibbs sampler, revealing the simultaneous nature of processes, especially for random effects, can be a good starting point for the simulations based on stochastic SAR processes.
Źródło:
Statistics in Transition new series; 2016, 17, 3; 365-390
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Statistical inference of exponential record data under Kullback-Leiber divergence measure
Autorzy:
Awwad, Raed R. Abu
Abufoudeh, Ghassan K.
Bdair, Omar M.
Powiązania:
https://bibliotekanauki.pl/articles/1194465.pdf
Data publikacji:
2019-07-02
Wydawca:
Główny Urząd Statystyczny
Tematy:
Bayes estimation
Bayes prediction
record values
Kullback-Leibler divergence measure
exponential distribution
Opis:
Based on one parameter exponential record data, we conduct statistical inferences (maximum likelihood estimator and Bayesian estimator) for the suggested model parameter. Our second aim is to predict the future (unobserved) records and to construct their corresponding prediction intervals based on observed set of records. In the estimation and prediction processes, we consider the square error loss and the Kullback-Leibler loss functions. Numerical simulations were conducted to evaluate the Bayesian point predictor for the future records. Finally, data analyses involving the times (in minutes) to breakdown of an insulating fluid between electrodes at voltage 34 kv have been performed to show the performance of the methods thus developed on estimation and prediction.
Źródło:
Statistics in Transition new series; 2019, 20, 2; 1-14
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Strategic analysis of implementation assets and threats
Autorzy:
Piech, Henryk
Grodzki, Grzegorz
Powiązania:
https://bibliotekanauki.pl/articles/122996.pdf
Data publikacji:
2019
Wydawca:
Politechnika Częstochowska. Wydawnictwo Politechniki Częstochowskiej
Tematy:
implementation - threats and assets
strategic game
estimation of payoffs
Lukasiewicz’s logic
Demster-Shafer’s methodology
Bayes’s determinants
probabilistic estimation
wdrożenie
gra strategiczna
analiza strategiczna
teoria gier
Opis:
The main goal of the work is to support the marketing strategy using the characteristics created on the base of the game theory and uncertain knowledge. We want to elaborate algorithm, which does not require game-playing investigation. The additional aim consists in adaptating the game strategy to the concrete e.g. economic situation, described by selected, specific parameters. The next aim consists in exploitation uncertain knowledge as a data also. Game theory is the part of mathematics approach extended by Nash and adopted to psychology, sociology, politics, economics and informatics (artificial intelligence) problems. Game Theory provides mathematical tools for analyzing situations in which parties, called players, make decisions that are interdependent. This causes each player to consider the other player’s possible decisions, or strategies, in formulating his own strategy. This approach based on the assumption, that a solution to a game describes the optimal decisions of the players, who may have similar, opposed, or mixed interests, and the outcomes that may result from these decisions. This will be described as an example.
Źródło:
Journal of Applied Mathematics and Computational Mechanics; 2019, 18, 2; 65-74
2299-9965
Pojawia się w:
Journal of Applied Mathematics and Computational Mechanics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A new generalization of the Pareto distribution and its applications
Autorzy:
Almetwally, Ehab M.
Ahmad, Hanan A. Haj
Powiązania:
https://bibliotekanauki.pl/articles/1059040.pdf
Data publikacji:
2020-12-04
Wydawca:
Główny Urząd Statystyczny
Tematy:
Marshall-Olkin distribution
alpha power transformation
maximum likelihood estimator
maximum product spacings
bayes estimation
simulation
Opis:
This paper introduces a new generalization of the Pareto distribution using the Marshall Olkin generator and the method of alpha power transformation. This new model has several desirable properties appropriate for modelling right skewed data. The Authors demonstrate how the hazard rate function and moments are obtained. Moreover, an estimation for the new model parameters is provided, through the application of the maximum likelihood and maximum product spacings methods, as well as the Bayesian estimation. Approximate confidence intervals are obtained by means of an asymptotic property of the maximum likelihood and maximum product spacings methods, while the Bayes credible intervals are found by using the Monte Carlo Markov Chain method under different loss functions. A simulation analysis is conducted to compare the estimation methods. Finally, the application of the proposed new distribution to three real-data examples is presented and its goodness-of-fit is demonstrated. In addition, comparisons to other models are made in order to prove the efficiency of the distribution in question.
Źródło:
Statistics in Transition new series; 2020, 21, 5; 61-84
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Wyświetlanie 1-15 z 17

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