Estimates of reliability for the normal distribution

Jan Hurt

Displaying similar documents to “Estimates of reliability for the normal distribution”

Properly recorded estimate and confidence regions obtained by an approximate covariance operator in a special nonlinear model

Gejza Wimmer (1995)

Applications of Mathematics

Similarity:

The properly recorded standard deviation of the estimator and the properly recorded estimate are introduced. Bounds for the locally best linear unbiased estimator and estimate and also confidence regions for a linearly unbiasedly estimable linear functional of unknown parameters of the mean value are obtained in a special structure of nonlinear regression model. A sufficient condition for obtaining the properly recorded estimate in this model is also given.

Estimating normal density and normal distribution function: is Kolmogorov's estimator admissible?

Andrew Rukhin (1993)

Applicationes Mathematicae

Similarity:

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.

Asymptotic behaviour of an estimator based on Rao's divergence

María Del Carmen Pardo (1997)

Kybernetika

Similarity:

About one problem of Bernoulli and Euler from the theory of statistical estimation.

Mikhaïl Nikulin (2006)

SORT

Similarity:

We consider some results by D. Bernoulli and L. Euler on the method of maximum likelihood in parametric estimation. The statistical analysis is made by considering a parametric family with a shift parameter.

Linear versus quadratic estimators in linearized models

Lubomír Kubáček (2004)

Applications of Mathematics

Similarity:

In nonlinear regression models an approximate value of an unknown parameter is frequently at our disposal. Then the linearization of the model is used and a linear estimate of the parameter can be calculated. Some criteria how to recognize whether a linearization is possible are developed. In the case that they are not satisfied, it is necessary to take into account either some quadratic corrections or to use the nonlinear least squares method. The aim of the paper is to find some criteria...

On the problem of the means of weighted normal populations.

Mikhail S. Nikulin, Vassiliy G. Voinov (1995)

Qüestiió

Similarity:

An analytical problem, which arises in the statistical problem of comparing the means of two normal distributions, the variances of which -as well as their ratio- are unknown, is well known in the mathematical statistics as the Behrens-Fisher problem. One generalization of the Behrens-Fisher problem and different aspect concerning the estimation of the common mean of several independent normal distributions with different variances are considered and one solution is proposed. ...