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

• Autorzy: Andrew L. Rukhin
• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

point estimation; normal density; Bayes estimator; quadratic loss; admissibility; normal distribution function

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 1993-1995
• Tom: 22
• Numer: 1
• Strony: 103-115

Daty

wydano

1993

otrzymano

1993-3-4

Twórcy

autor

Andrew L. Rukhin

• Department of Mathematics and Statistics, UMBC, Baltimore, Maryland 21228, U.S.A.

Bibliografia

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