Stability of Variance Estimator of Modified Murthy Estimator
نویسندگان
چکیده
منابع مشابه
IMPROVED ESTIMATOR OF THE VARIANCE IN THE LINEAR MODEL
The improved estimator of the variance in the general linear model is presented under an asymmetric linex loss function.
متن کاملTotal Variance, an Estimator of Long-Term Frequency Stability
Total variance is a statistical tool developed for improved estimates of frequency stability at averaging times up to half the test duration. As a descriptive statistic, Total variance performs an exact decomposition of the sample variance of the frequency residuals into components associated with descending frequency octaves. As an estimator of Allan variance, Total variance has modest bias an...
متن کاملBootstrapping the Stein Variance Estimator
This paper applies the bootstrap methods proposed by Efron (1979) to the Stein variance estimator proposed by Stein (1964). It is shown by Monte Carlo experiments that the parametric bootstrap yields the considerable accurate estimates of mean, standard error and confidence limits of the Stein variance estimator.
متن کاملThe Minimum Variance Unbiased Estimator
This module motivates and introduces the minimum variance unbiased estimator (MVUE). This is the primary criterion in the classical (frequentist) approach to parameter estimation. We introduce the concepts of mean squared error (MSE), variance, bias, unbiased estimators, and the bias-variance decomposition of the MSE. The Minimum Variance Unbiased Estimator 1 In Search of a Useful Criterion In ...
متن کاملThe Variance of the Mutual Information Estimator
In the case of two signals with independent pairs of observations (xn; yn) a statistic to estimate the variance of the mutual information estimator has been derived earlier. We present such a statistic for dependent pairs. To derive this statistic it is necessary to avail of a reliable statistic to estimate the variance of the sample mean in case of dependent observations. We derive and discuss...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Pakistan Journal of Statistics and Operation Research
سال: 2007
ISSN: 2220-5810,1816-2711
DOI: 10.18187/pjsor.v3i2.63