Displaying similar documents to “Optimal estimator of hypothesis probability for data mining problems with small samples”

Empirical comparison between the Nelson-Aalen Estimator and the Naive Local Constant Estimator.

Ana María Pérez-Marín (2008)

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The Nelson-Aalen estimator is widely used in biostatistics as a non-parametric estimator of the cumulative hazard function based on a right censored sample. A number of alternative estimators can be mentioned, namely, the naive local constant estimator (Guillén, Nielsen and Pérez-Marín, 2007) which provides improved bias versus variance properties compared to the traditional Nelson-Aalen estimator. Nevertheless, an empirical comparison of these two estimators has never been carried out....

What does intrinsic mean in statistical estimation?

Gloria García, Josep M. Oller (2006)

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In this paper we review different meanings of the word intrinsic in statistical estimation, focusing our attention on the use of this word in the analysis of the properties of an estimator. We review the intrinsic versions of the bias and the mean square error and results analogous to the Cramér-Rao inequality and Rao-Blackwell theorem. Different results related to the Bernoulli and normal distributions are also considered.

Improving small area estimation by combining surveys: new perspectives in regional statistics.

Alex Costa, Albert Satorra, Eva Ventura (2006)

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A national survey designed for estimating a specific population quantity is sometimes used for estimation of this quantity also for a small area, such as a province. Budget constraints do not allow a greater sample size for the small area, and so other means of improving estimation have to be devised. We investigate such methods and assess them by a Monte Carlo study. We explore how a complementary survey can be exploited in small area estimation. We use the context of the Spanish Labour...

An alternative analysis of variance.

Nicholas T. Longford (2008)

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The one-way analysis of variance is a staple of elementary statistics courses. The hypothesis test of homogeneity of the means encourages the use of the selected-model based estimators which are usually assessed without any regard for the uncertainty about the outcome of the test. We expose the weaknesses of such estimators when the uncertainty is taken into account, as it should be, and propose synthetic estimators as an alternative.

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

Gejza Wimmer (1995)

Applications of Mathematics

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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.

Using auxiliary information in statistical function estimation

Sergey Tarima, Dmitri Pavlov (2006)

ESAIM: Probability and Statistics

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In many practical situations sample sizes are not sufficiently large and estimators based on such samples may not be satisfactory in terms of their variances. At the same time it is not unusual that some auxiliary information about the parameters of interest is available. This paper considers a method of using auxiliary information for improving properties of the estimators based on a current sample only. In particular, it is assumed that the information is available as a number of estimates...