Minimax Prediction for the Multinomial and Multivariate Hypergeometric Distributions

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

Abstrakty

EN

A problem of minimax prediction for the multinomial and multivariate hypergeometric distribution is considered. A class of minimax predictors is determined for estimating linear combinations of the unknown parameter and the random variable having the multinomial or the multivariate hypergeometric distribution.

Słowa kluczowe

EN

multinomial distribution; Bayes estimation; multivariate hypergeometric distribution; minimax estimation; Bayes risk; minimax predictor

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 1998-1999
• Tom: 25
• Numer: 3
• Strony: 271-283

Daty

wydano

1998

otrzymano

1996-03-05

poprawiono

1998-01-20

Twórcy

autor

Alicja Jokiel-Rokita

• Institute of Mathematics, Technical University of Wrocław, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, Poland

Bibliografia

• J. P. Aubin (1979), Mathematical Methods of Game and Economic Theory}, North-Holland.
• T. Ferguson (1967), Mathematical Statistics: A Decision Theoretic Approach, Academic Press, New York and London.
• G. M. Fichtenholz (1985), Differential and Integral Calculus, PWN, Warszawa (in Polish).
• V. G. Karmanov (1986), Mathematical Programming, Nauka, Moscow.
• S. Trybuła (1958), Some problems of simultaneous minimax estimation, Ann. Math. Statist. 29, 245-253.
• M. Wilczyński (1985), Minimax estimation for the multinomial and multivariate distributions, Sankhyā 47, 128-132.