منابع مشابه
Variance of Bayes estimates
of signal parameters in the presence of [2] C E. Shannon, " A mathematical theory of communication, " noise, " IRE Trans. [3]-, " Coding theorems for a discrete source with a fidelity [9] P. Swerling, " Maximum angular accuracy of a pulsed search criterion, " IRE Nat. Abstract-This paper contains an analysis of the performance of Bayes conditional-mean parameter estimators. The main result is t...
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Many physical phenomena can be described by a partial differential equation Pu=0. Here P denotes some differential operator or system of such operators, and u, the unknown function, is either a scalar or a vector. The differential equation connects the derivatives of u at each point of its domain D. The mathematician is interested in the global consequences of this local constraint, especially ...
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Unless specified otherwise, we use µ, σ 2 to denote the mean and variance of the the variable under consideration. This note shall be updated throughout the seminar as I find more useful inequalities. 1 Basic inequalities Theorem 1.1 (Markov's Inequality). If X is a random variable taking only non-negative values, then for any a > 0 Pr[X ≥ a] ≤ E[X] a. (1) Proof. We show this for the discrete c...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1964
ISSN: 0003-4851
DOI: 10.1214/aoms/1177703584