Displaying similar documents to “On basic concepts of mathematical statistics”

Information-type divergence when the likelihood ratios are bounded

Andrew Rukhin (1997)

Applicationes Mathematicae


The so-called ϕ-divergence is an important characteristic describing "dissimilarity" of two probability distributions. Many traditional measures of separation used in mathematical statistics and information theory, some of which are mentioned in the note, correspond to particular choices of this divergence. An upper bound on a ϕ-divergence between two probability distributions is derived when the likelihood ratio is bounded. The usefulness of this sharp bound is illustrated by several...

Why L 1 view and what is next?

László Györfi, Adam Krzyżak (2011)



N. N. Cencov wrote a commentary chapter included in the Appendix of the Russian translation of the Devroye and Györfi book [15] collecting some arguments supporting the L 1 view of density estimation. The Cencov’s work is available in Russian only and it hasn’t been translated, so late Igor Vajda decided to translate the Cencov’s paper and to add some remarks on the occasion of organizing the session “25 Years of the L 1 Density Estimation” at the Prague Stochastics 2010 Symposium. In this...

Global statistical information in exponential experiments and selection of exponential models

Igor Vajda, E. van der Meulen (1998)

Applications of Mathematics


The concept of global statistical information in the classical statistical experiment with independent exponentially distributed samples is investigated. Explicit formulas are evaluated for common exponential families. It is shown that the generalized likelihood ratio test procedure of model selection can be replaced by a generalized information procedure. Simulations in a classical regression model are used to compare this procedure with that based on the Akaike criterion.

Equivalencia de problemas de decisión.

Agustín García Nogales (1990)

Trabajos de Estadística


En este trabajo se introduce una definición de equivalencia de problemas de decisión. Los resultados y ejemplos que presentamos muestran que esta definición de equivalencia se adapta bien a la metodología de la estadística.

Probabilities of discrepancy between minima of cross-validation, Vapnik bounds and true risks

Przemysław Klęsk (2010)

International Journal of Applied Mathematics and Computer Science


Two known approaches to complexity selection are taken under consideration: n-fold cross-validation and structural risk minimization. Obviously, in either approach, a discrepancy between the indicated optimal complexity (indicated as the minimum of a generalization error estimate or a bound) and the genuine minimum of unknown true risks is possible. In the paper, this problem is posed in a novel quantitative way. We state and prove theorems demonstrating how one can calculate pessimistic...