Minimax mutual prediction

• Autorzy: Stanisław Trybuła
• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

multinomial; Bayes; binomial; minimax mutual predictor

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 2000
• Tom: 27
• Numer: 4
• Strony: 437-444

Daty

wydano

2000

otrzymano

1999-11-30

poprawiono

2000-03-17

Twórcy

autor

Stanisław Trybuła

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

Bibliografia

• [1] J. L. Hodges and E. L. Lehmann, Some problems in minimax point estimation, Ann. Math. Statist. 21 (1950), 182-191.
• [2] E. G. Phadia, Minimax estimation of cumulative distribution functions, Ann. Statist. 1 (1973), 1149-1157.
• [3] S. Trybuła, Some problems of simultaneous minimax estimation, Ann. Math. Statist. 29 (1958), 245-253.
• [4] M. Wilczyński, Minimax estimation for multinomial and multivariate hypergeometric distribution, Sankhyā, Ser. A 47 (1985), 128-132.