Download PDF - Minimax mutual prediction
ArticleOriginal scientific text
Title
Minimax mutual prediction
Authors 1
Affiliations
- Institute of Mathematics, Technical University of Wrocław, 50-370 Wrocław, Poland
Abstract
The problems of minimax mutual prediction are considered for binomial and multinomial random variables and for sums of limited random variables with unknown distribution. For the loss function being a linear combination of quadratic losses minimax mutual predictors are determined where the parameters of predictors are obtained by numerical solution of some equations.
Keywords
multinomial, Bayes, binomial, minimax mutual predictor
Bibliography
- J. L. Hodges and E. L. Lehmann, Some problems in minimax point estimation, Ann. Math. Statist. 21 (1950), 182-191.
- E. G. Phadia, Minimax estimation of cumulative distribution functions, Ann. Statist. 1 (1973), 1149-1157.
- S. Trybuła, Some problems of simultaneous minimax estimation, Ann. Math. Statist. 29 (1958), 245-253.
- M. Wilczyński, Minimax estimation for multinomial and multivariate hypergeometric distribution, Sankhyā, Ser. A 47 (1985), 128-132.
Pages:
437-444
Main language of publication
English
Received
1999-11-30
Accepted
2000-03-17
Published
2000
Exact and natural sciences