نتایج جستجو برای: uniformly minimum variance unbiased estimator umvue

تعداد نتایج: 338541  

K. Shafie, M. Ganjali,

Some examples of absurd uniformly minimum variance unbiased estimators are discussed. Two reasons, argued in the literature, for having such estimators are lack of enough information in the available data and property of unbiasedness. In this paper, accepting both of these views, we show that an appropriate choice of loss function using a general concept of unbiasedness leads to risk unb...

2008
Vera de Jesus Sandra Saraiva Ferreira João Tiago Mexia

Commutative Jordan algebras are used to express the structure of mixed orthogonal models and to derive complete sufficient statistics. From these statistics, UMVUE, (Uniformly Minimum Variance Unbiased Estimators), are derived for the relevant parameters, first of single models then of several such models. These models may correspond to experiments designed separately so our results may be seen...

2007
Mohammad Ghasem Akbari Abdolhamid Rezaei

This paper proposes a new method for uniformly minimum variance unbiased fuzzy point estimation. For this purpose we make use of a uniformly minimum variance unbiased estimator and we develop this new method for a fuzzy random sample X̃1, . . . , X̃n is induced by X1, . . . , Xn on the same probability space. Zusammenfassung: In diesem Aufsatz schlagen wir eine neue Methode vor, um einen unverzer...

Journal: :Symmetry 2021

With the high demands on quality of high-tech products for consumers, assuring lifetime performance is a very important task competitive manufacturing industries. The index CL frequently used to monitor larger-the-better products. This research related topic asymmetrical probability distributions and applications across disciplines. Chen distribution with bathtub shape or increasing failure rat...

2006
Clayton Scott Rob Nowak

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 ...

2007
STEVEN J. MILLER

We investigate a one-parameter family of probability densities (related to the Pareto distribution, which describes many natural phenomena) where the Cramér-Rao inequality provides no information. 1. Cramér-Rao Inequality One of the most important problems in statistics is estimating a population parameter from a finite sample. As there are often many different estimators, it is desirable to be...

2004
Leonard A. Stefanski Steven J. Novick Viswanath Devanarayan

We derive Monte Carlo-amenable solutions to the problem of unbiased estimation of a nonlinear function of the mean of a normal distribution. For most nonlinear functions the maximum likelihood estimator is biased. Our method yields a Monte Carlo approximation to the uniformly minimum variance unbiased estimator for a wide class of nonlinear functions. Applications to problems arising in the ana...

2006
Aiyi Liu W. J. Hall Kai F. Yu Chengqing Wu CHENGQING WU

We consider unbiased estimation following a group sequential test for distributions in a one-parameter exponential family. We show that, for an estimable parameter function, there exists uniquely an unbiased estimator depending on the sufficient statistic and based on the truncation-adaptation criterion (Liu and Hall (1999)); moreover, this estimator is identical to one based on the Rao-Blackwe...

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