Variance of estimator of a discrete parameter
Antonín Lukš, Stanislav Komenda (1980)
Kybernetika
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Displaying similar documents to “Ferrero formula and triangle misclosures revisited”
Variance of estimator of a discrete parameter
Bayes sharpening of imprecise information
Piotr Kulczycki, Małgorzata Charytanowicz (2005)
International Journal of Applied Mathematics and Computer Science
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A complete algorithm is presented for the sharpening of imprecise information, based on the methodology of kernel estimators and the Bayes decision rule, including conditioning factors. The use of the Bayes rule with a nonsymmetrical loss function enables the inclusion of different results of an under- and overestimation of a sharp value (real number), as well as minimizing potential losses. A conditional approach allows to obtain a more precise result thanks to using information entered...
A simple robust estimator of correlations for Gaussian stationary random sequences
Jan Hurt, Wiltrud Kuhlisch (1995)
Kybernetika
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Asymptotic behaviour of an estimator based on Rao's divergence
María Del Carmen Pardo (1997)
Kybernetika
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On the problem of the means of weighted normal populations.
Mikhail S. Nikulin, Vassiliy G. Voinov (1995)
Qüestiió
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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. ...