Minimax prediction of a sample distribution function

S. Trybuła

Displaying similar documents to “Minimax prediction of a sample distribution function”

Simultaneous minimax estimation of parameters of multinomial distribution

Stanisław Trybuła (2002)

Applicationes Mathematicae

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The problem of minimax estimation of parameters of multinomial distribution is considered for a loss function being the sum of the losses of the statisticians taking part in the estimation process.

Minimax prediction of the difference of sample distribution functions

S. Trybuła (1991)

Applicationes Mathematicae

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A probabilistic approach to the estimation of the distribution of the target location point.

Tabatabai, M.A. (1995)

Southwest Journal of Pure and Applied Mathematics [electronic only]

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Minimax prediction under random sample size

Alicja Jokiel-Rokita (2002)

Applicationes Mathematicae

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A class of minimax predictors of random variables with multinomial or multivariate hypergeometric distribution is determined in the case when the sample size is assumed to be a random variable with an unknown distribution. It is also proved that the usual predictors, which are minimax when the sample size is fixed, are not minimax, but they remain admissible when the sample size is an ancillary statistic with unknown distribution.

MLE for the γ-order Generalized Normal Distribution

Christos P. Kitsos, Vassilios G. Vassiliadis, Thomas L. Toulias (2014)

Discussiones Mathematicae Probability and Statistics

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The introduced three parameter (position μ, scale ∑ and shape γ) multivariate generalized Normal distribution (γ-GND) is based on a strong theoretical background and emerged from Logarithmic Sobolev Inequalities. It includes a number of well known distributions such as the multivariate Uniform, Normal, Laplace and the degenerated Dirac distributions. In this paper, the cumulative distribution, the truncated distribution and the hazard rate of the γ-GND are presented. In addition, the...

Minimax estimation of a class of functions of the scale parameter in the gamma and other distributions in the case of truncated parameter space

M. Kałuszka (1988)

Applicationes Mathematicae

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Three methods for constructing reference prior distributions.

Eusebio Gómez Sánchez-Manzano, Miguel A. Gómez Villegas (1990)

Revista Matemática de la Universidad Complutense de Madrid

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Three methods are proposed for constructing reference prior densities for certain biparametric distribution families. These densities represent approximations to the Bayesian concept of noninformative distribution.