Displaying similar documents to “Minimax estimation of the parameters of the multivariate hypergeometric 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 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.