Minimax mutual prediction

Stanisław Trybuła

Applicationes Mathematicae (2000)

  • Volume: 27, Issue: 4, page 437-444
  • ISSN: 1233-7234

Abstract

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The problems of minimax mutual prediction are considered for binomial and multinomial random variables and for sums of limited random variables with unknown distribution. For the loss function being a linear combination of quadratic losses minimax mutual predictors are determined where the parameters of predictors are obtained by numerical solution of some equations.

How to cite

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Trybuła, Stanisław. "Minimax mutual prediction." Applicationes Mathematicae 27.4 (2000): 437-444. <http://eudml.org/doc/219286>.

@article{Trybuła2000,
abstract = {The problems of minimax mutual prediction are considered for binomial and multinomial random variables and for sums of limited random variables with unknown distribution. For the loss function being a linear combination of quadratic losses minimax mutual predictors are determined where the parameters of predictors are obtained by numerical solution of some equations.},
author = {Trybuła, Stanisław},
journal = {Applicationes Mathematicae},
keywords = {multinomial; Bayes; binomial; minimax mutual predictor},
language = {eng},
number = {4},
pages = {437-444},
title = {Minimax mutual prediction},
url = {http://eudml.org/doc/219286},
volume = {27},
year = {2000},
}

TY - JOUR
AU - Trybuła, Stanisław
TI - Minimax mutual prediction
JO - Applicationes Mathematicae
PY - 2000
VL - 27
IS - 4
SP - 437
EP - 444
AB - The problems of minimax mutual prediction are considered for binomial and multinomial random variables and for sums of limited random variables with unknown distribution. For the loss function being a linear combination of quadratic losses minimax mutual predictors are determined where the parameters of predictors are obtained by numerical solution of some equations.
LA - eng
KW - multinomial; Bayes; binomial; minimax mutual predictor
UR - http://eudml.org/doc/219286
ER -

References

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  1. [1] J. L. Hodges and E. L. Lehmann, Some problems in minimax point estimation, Ann. Math. Statist. 21 (1950), 182-191. Zbl0038.09802
  2. [2] E. G. Phadia, Minimax estimation of cumulative distribution functions, Ann. Statist. 1 (1973), 1149-1157. Zbl0289.62031
  3. [3] S. Trybuła, Some problems of simultaneous minimax estimation, Ann. Math. Statist. 29 (1958), 245-253. Zbl0087.14201
  4. [4] M. Wilczyński, Minimax estimation for multinomial and multivariate hypergeometric distribution, Sankhyā, Ser. A 47 (1985), 128-132. Zbl0575.62012

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