All a b c d e f g h i j k l m n o p q r s t u v w x y z Other

Page 1 Next

Displaying 1 – 20 of 26

Showing per page

Objective Bayesian point and region estimation in location-scale models.

José M. Bernardo (2007)

SORT

Point and region estimation may both be described as specific decision problems. In point estimation, the action space is the set of possible values of the quantity on interest; in region estimation, the action space is the set of its possible credible regions. Foundations dictate that the solution to these decision problems must depend on both the utility function and the prior distribution. Estimators intended for general use should surely be invariant under one-to-one transformations, and this...

On a famous problem of induction.

José M. Bernardo (1985)

Trabajos de Estadística e Investigación Operativa

A Bayesian solution is provided to the problem of testing whether an entire finite population shows a certain characteristic, given that all the elements of a random sample are observed to have it. This is obtained as a direct application of existing theory and, it is argued, improves upon Jeffrey's solution.

On Bayesian estimation in an exponential distribution under random censorship

Michal Friesl, Jan Hurt (2007)

Kybernetika

The paper gives some basic ideas of both the construction and investigation of the properties of the Bayesian estimates of certain parametric functions of the parent exponential distribution under the model of random censorship assuming the Koziol–Green model. Various prior distributions are investigated and the corresponding estimates are derived. The stress is put on the asymptotic properties of the estimates with the particular stress on the Bayesian risk. Small sample properties are studied...

On minimax sequential procedures for exponential families of stochastic processes

Ryszard Magiera (1998)

Applicationes Mathematicae

The problem of finding minimax sequential estimation procedures for stochastic processes is considered. It is assumed that in addition to the loss associated with the error of estimation a cost of observing the process is incurred. A class of minimax sequential procedures is derived explicitly for a one-parameter exponential family of stochastic processes. The minimax sequential procedures are presented in some special models, in particular, for estimating a parameter of exponential families of...

On multiple periodic autoregression

Jiří Anděl (1987)

Aplikace matematiky

The model of periodic autoregression is generalized to the multivariate case. The autoregressive matrices are periodic functions of time. The mean value of the process can be a non-vanishing periodic sequence of vectors. Estimators of parameters and tests of statistical hypotheses are based on the Bayes approach. Two main versions of the model are investigated, one with constant variance matrices and the other with periodic variance matrices of the innovation process.

On periodic autoregression with unknown mean

Jiří Anděl, Asunción Rubio, Antonio Insua (1985)

Aplikace matematiky

If the parameters of an autoregressive model are periodic functions we get a periodic autoregression. In the paper the case is investigated when the expectation can also be a periodic function. The innovations have either constant or periodically changing variances.

On the Bayes estimators of the parameters of inflated modified power series distributions

Małgorzata Murat, Dominik Szynal (2000)

Discussiones Mathematicae Probability and Statistics

In this paper, we study the class of inflated modified power series distributions (IMPSD) where inflation occurs at any of support points. This class includes among others the generalized Poisson,the generalized negative binomial and the lost games distributions. We derive the Bayes estimators of parameters for these distributions when a parameter of inflation is known. First, we take as the prior distribution the uniform, Beta and Gamma distribution. In the second part of this paper, the prior...

On the convergence of extreme distributions under power normalization

E. M. Nigm (2008)

Applicationes Mathematicae

This paper deals with the convergence in distribution of the maximum of n independent and identically distributed random variables under power normalization. We measure the difference between the actual and asymptotic distributions in terms of the double-log scale. The error committed when replacing the actual distribution of the maximum under power normalization by its asymptotic distribution is studied, assuming that the cumulative distribution function of the random variables is known. Finally,...

On the frequentist and Bayesian approaches to hypothesis testing.

Elías Moreno, F. Javier Girón (2006)

SORT

Hypothesis testing is a model selection problem for which the solution proposed by the two main statistical streams of thought, frequentists and Bayesians, substantially differ. One may think that this fact might be due to the prior chosen in the Bayesian analysis and that a convenient prior selection may reconcile both approaches. However, the Bayesian robustness viewpoint has shown that, in general, this is not so and hence a profound disagreement between both approaches exists. In this paper...

On the outstanding elements and record values in the exponential and gamma populations.

G. S. Lingappaiah (1981)

Trabajos de Estadística e Investigación Operativa

Outstanding elements and recorded values are discussed in this paper as related to exponential and gamma populations. First, the problem of prediction is considered when there are available, k sets of independent observations from a general-type exponential distribution. In such a case, prediction of the nk-th record value in the k-th set is made in terms of ni-th (i = 1, ..., k-1) record values from other (k-1) sets. For this purpose a predictive distribution is obtained. Secondly, the distribution...

Currently displaying 1 – 20 of 26

Page 1 Next