Displaying similar documents to “Minimax estimation and prediction for random variables with bounded sum”

Minimax mutual prediction of multinomial random variables

Stanisław Trybuła (2003)

Applicationes Mathematicae

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The problem of minimax mutual prediction is considered for multinomial random variables with the loss function being a linear combination of quadratic losses connected with prediction of particular variables. The basic parameter of the minimax mutual predictor is determined by numerical solution of some equation.