Minimax prediction under random sample size

• Autorzy: Alicja Jokiel-Rokita
• Języki publikacji: EN

Abstrakty

EN

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.

Kategorie tematyczne

• 62F10: Point estimation

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 2002
• Tom: 29
• Numer: 2
• Strony: 127-134

Daty

wydano

2002

Twórcy

autor

Alicja Jokiel-Rokita

• Institute of Mathematics, Wrocław University of Technology, 50-370 Wrocław, Poland

Identyfikatory

DOI

10.4064/am29-2-1