### On the convergence of Bhattacharyya bounds in the multiparameter case

J. Bartoszewicz (1980)

Applicationes Mathematicae

Similarity:

Skip to main content (access key 's'),
Skip to navigation (access key 'n'),
Accessibility information (access key '0')

J. Bartoszewicz (1980)

Applicationes Mathematicae

Similarity:

Wiktor Oktaba, Joanna Tarasińska (2001)

Applicationes Mathematicae

Similarity:

The aim of the paper is estimation of the generalized variance of a bivariate normal distribution in the case of a sample with missing observations. The estimator based on all available observations is compared with the estimator based only on complete pairs of observations.

Tomáš Mrkvička (2007)

Commentationes Mathematicae Universitatis Carolinae

Similarity:

The minimum variance unbiased estimator of the intensity of intersections is found for stationary Poisson process of segments with parameterized distribution of primary grain with known and unknown parameters. The minimum variance unbiased estimators are compared with commonly used estimators.

François Hennecart (1994)

Kybernetika

Similarity:

N. K. Sung, Gabriela Stangenhaus, Herbert T. David (1990)

Trabajos de Estadística

Similarity:

Adopting a measure of dispersion proposed by Alamo [1964], and extending the analysis in Stangenhaus [1977] and Stangenhaus and David [1978b], an analogue of the classical Cramér-Rao lower bound for median-unbiased estimators is developed for absolutely continuous distributions with a single parameter, in which mean-unbiasedness, the Fisher information, and the variance are replaced by median-unbiasedness, the first absolute moment of the sample score, and the reciprocal of twice the...

S. Sengupta (2009)

Applicationes Mathematicae

Similarity:

The problem considered is that of unbiased estimation for a two-parameter exponential distribution under time censored sampling. We obtain a necessary form of an unbiasedly estimable parametric function and prove that there does not exist any unbiased estimator of the parameters and the mean of the distribution. For reliability estimation at a specified time point, we give a necessary and sufficient condition for the existence of an unbiased estimator and suggest an unbiased estimator...

S. Sengupta (2010)

Applicationes Mathematicae

Similarity:

The problem considered is that of unbiased estimation of reliability for a two-parameter exponential distribution under time censored sampling. We give necessary and sufficient conditions for the existence of uniformly minimum variance unbiased estimator and also provide a characterization of a complete class of unbiased estimators in situations where unbiased estimators exist.

Tomáš Mrkvička (2004)

Commentationes Mathematicae Universitatis Carolinae

Similarity:

A complete and sufficient statistic is found for stationary marked Poisson processes with a parametric distribution of marks. Then this statistic is used to derive the uniformly best unbiased estimator for the length density of a Poisson or Cox segment process with a parametric primary grain distribution. It is the number of segments with reference point within the sampling window divided by the window volume and multiplied by the uniformly best unbiased estimator of the mean segment...

E. GUTIÉRREZ-PEÑA and M. MENDOZA (1999)

Revista de la Real Academia de Ciencias Exactas Físicas y Naturales

Similarity: