Zobrazeno 1 - 10
of 36
pro vyhledávání: '"Kagan, Abram M."'
Suppose that a random variable $X$ of interest is observed perturbed by independent additive noise $Y$. This paper concerns the "the least favorable perturbation" $\hat Y_\ep$, which maximizes the prediction error $E(X-E(X|X+Y))^2$ in the class of $Y
Externí odkaz:
http://arxiv.org/abs/2103.09794
Autor:
Kagan, Abram M., Smith, Paul J.
The basic properties of the Fisher information allow to reveal the statistical meaning of classical inequalities between mean functions. The properties applied to scale mixtures of Gaussian distributions lead to a new mean function of purely statisti
Externí odkaz:
http://arxiv.org/abs/1904.03559
Autor:
Kagan, Abram M., Székely, Gabor J.
Attempts to quantify dependence between random elements X and Y via maximal correlation go back to Gebelein (1941) and R\'{e}nyi (1959). After summarizing properties (including some new) of the R\'{e}nyi measure of dependence, a calibrated scale of d
Externí odkaz:
http://arxiv.org/abs/1903.04663
Autor:
Kagan, Abram M.
In estimation a parameter $\theta\in{\mathbb R}$ from a sample $(x_1,\ldots,x_n)$ from a population $P_{\theta}$ a simple way of incorporating a new observation $x_{n+1}$ into an estimator $\tilde\theta_{n} = \tilde\theta_{n}(x_1,\ldots,x_n)$ is tran
Externí odkaz:
http://arxiv.org/abs/1902.06802
Autor:
Kagan, Abram M.
For independent random variables $X_1,\ldots, X_n;Y_1,\ldots, Y_n$ with all $X_i$ identically distributed and same for $Y_j$, we study the relation \[E\{a\bar X + b\bar Y|X_1 -\bar X +Y_1 -\bar Y,\ldots,X_n -\bar X +Y_n -\bar Y\}={\rm const}\] with $
Externí odkaz:
http://arxiv.org/abs/1902.06800
Autor:
Kagan, Abram M., Malinovsky, Yaakov
In all setups when the structure of UMVUEs is known, there exists a subalgebra $\cal U$ (MVE-algebra) of the basic $\sigma$-algebra such that all $\cal U$-measurable statistics with finite second moments are UMVUEs. It is shown that MVE-algebras are,
Externí odkaz:
http://arxiv.org/abs/1507.02769
The theory of the basic statistical concept of (Lehmann-Scheff\'e-)completeness is perfected by providing the theorem indicated in the title and previously overlooked for several decades. Relations to earlier results are discussed and illustrating ex
Externí odkaz:
http://arxiv.org/abs/1307.3654
Publikováno v:
Zapiski Nauchnykh Seminarov POMI, Special issue in honour of I. A. Ibragimov's 80th birthday, Vol. 408, pp. 245-267, 2012
New inequalities are proved for the variance of the Pitman estimators (minimum variance equivariant estimators) of \theta constructed from samples of fixed size from populations F(x-\theta). The inequalities are closely related to the classical Stam
Externí odkaz:
http://arxiv.org/abs/1302.3238
Autor:
Kagan, Abram M., Malinovsky, Yaakov
The Nile problem by Ronald Fisher may be interpreted as the problem of making statistical inference for a special curved exponential family when the minimal sufficient statistic is incomplete. The problem itself and its versions for general curved ex
Externí odkaz:
http://arxiv.org/abs/1302.0924
Autor:
Kagan, Abram M., Malinovsky, Yaakov
It is proved that the average length of standard confidence intervals for parameters of gamma and normal distributions monotonically decrease with the sample size. The proofs are based on fine properties of the classical gamma function.
Externí odkaz:
http://arxiv.org/abs/1202.6427