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Motivated by an ecological sampling problem, we compare a Poisson distribution having a fixed mean with a Poisson distribution having a random mean, which has an arbitrary continuous (or discrete) probability distribution. These comparisons are made with respect to the likelihood ratio ordering,...
Persistent link: https://www.econbiz.de/10005319791
Motivated by problems in molecular biosciences wherein the evaluation of entropy of a molecular system is important for understanding its thermodynamic properties, we consider the efficient estimation of entropy of a multivariate normal distribution having unknown mean vector and covariance...
Persistent link: https://www.econbiz.de/10005153145
For estimating the common mean of k ([greater-or-equal, slanted] 2) normal populations with order restricted unknown variances, using the theory of isotomic regression, we propose a simple estimator which is better than the usual Graybill-Deal estimator in terms of stochastic dominance and the...
Persistent link: https://www.econbiz.de/10005254230
For the risk measured by the probability of an incorrect decision and under mild assumptions on underlying distributions, the minimax value for a general ranking problem is obtained. A necessary condition for the minimaxity is also derived. Consequently, the minimaxity of natural decision rules,...
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A multivariate ultrastructural measurement error model is considered and it is assumed that some prior information is available in the form of exact linear restrictions on regression coefficients. Using the prior information along with the additional knowledge of covariance matrix of measurement...
Persistent link: https://www.econbiz.de/10005006514