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Estimating normal density and normal distribution function: is Kolmogorov's estimator admissible?

100%

Rukhin A. L.

Applicationes Mathematicae

1993-1995

tom 22

nr 1

103-115

The statistical estimation problem of the normal distribution function and of the density at a point is considered. The traditional unbiased estimators are shown to have Bayes nature and admissibility of related generalized Bayes procedures is proved. Also inadmissibility of the unbiased density estimator is demonstrated.

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On the Bayes estimators of the parameters of inflated modified power series distributions

84%

Murat M., Szynal D.

Discussiones Mathematicae Probability and Statistics

2000

tom 20

nr 2

189-209

In this paper, we study the class of inflated modified power series distributions (IMPSD) where inflation occurs at any of support points. This class includes among others the generalized Poisson,the generalized negative binomial and the lost games distributions. We derive the Bayes estimators of parameters for these distributions when a parameter of inflation is known. First, we take as the prior distribution the uniform, Beta and Gamma distribution. In the second part of this paper, the prior distribution is the generalized Pareto distribution.

Ograniczanie wyników

1 Applicationes Mathematicae

1 Discussiones Mathematicae Probability and Statistics

1 Murat M.

1 Rukhin A. L.

1 Szynal D.

1 2000

1 1993

Wyniki wyszukiwania

Estimating normal density and normal distribution function: is Kolmogorov's estimator admissible?

On the Bayes estimators of the parameters of inflated modified power series distributions