Statistical Inference Based on Unbiased Estimators for Intervals of Random Length*
| Autor: | V. V. Chichagov |
|---|---|
| Rok vydání: | 2017 |
| Předmět: |
Statistics and Probability
Exponential distribution Applied Mathematics General Mathematics 010102 general mathematics Unbiased estimation of standard deviation Estimator Best linear unbiased prediction U-statistic 01 natural sciences 010305 fluids & plasmas Exponential family Bias of an estimator 0103 physical sciences Statistics Statistical inference 0101 mathematics Mathematics |
| Zdroj: | Journal of Mathematical Sciences. 221:511-521 |
| ISSN: | 1573-8795 1072-3374 |
| Popis: | An estimator for a distribution quintile is proposed and studied with the use of the unbiased approach within the framework of the exponential distribution family model. The application of the quintile of the distribution function’s unbiased estimator to the construction of a chi-square test for the hypothesis about distribution type is justified. Limit behavior of the Bayes risk estimator for the optimal decision rule of group classification is studied under the assumption that the elements of training samples have distributions belonging to the same one-parameter exponential family. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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