Minimax mutual prediction of multinomial random variables

Stanisław Trybuła

Applicationes Mathematicae (2003)

  • Volume: 30, Issue: 4, page 371-377
  • ISSN: 1233-7234

Abstract

top
The problem of minimax mutual prediction is considered for multinomial random variables with the loss function being a linear combination of quadratic losses connected with prediction of particular variables. The basic parameter of the minimax mutual predictor is determined by numerical solution of some equation.

How to cite

top

Stanisław Trybuła. "Minimax mutual prediction of multinomial random variables." Applicationes Mathematicae 30.4 (2003): 371-377. <http://eudml.org/doc/279660>.

@article{StanisławTrybuła2003,
abstract = {The problem of minimax mutual prediction is considered for multinomial random variables with the loss function being a linear combination of quadratic losses connected with prediction of particular variables. The basic parameter of the minimax mutual predictor is determined by numerical solution of some equation.},
author = {Stanisław Trybuła},
journal = {Applicationes Mathematicae},
keywords = {minimax mutual prediction; multinomial distribution; Bayes predictor},
language = {eng},
number = {4},
pages = {371-377},
title = {Minimax mutual prediction of multinomial random variables},
url = {http://eudml.org/doc/279660},
volume = {30},
year = {2003},
}

TY - JOUR
AU - Stanisław Trybuła
TI - Minimax mutual prediction of multinomial random variables
JO - Applicationes Mathematicae
PY - 2003
VL - 30
IS - 4
SP - 371
EP - 377
AB - The problem of minimax mutual prediction is considered for multinomial random variables with the loss function being a linear combination of quadratic losses connected with prediction of particular variables. The basic parameter of the minimax mutual predictor is determined by numerical solution of some equation.
LA - eng
KW - minimax mutual prediction; multinomial distribution; Bayes predictor
UR - http://eudml.org/doc/279660
ER -

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.