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

Tom 22 / 1993

Andrew Rukhin Applicationes Mathematicae 22 (1993), 103-115 DOI: 10.4064/am-22-1-103-115

Streszczenie

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.

Autorzy

  • Andrew Rukhin

Przeszukaj wydawnictwa IMPAN

Zbyt krótkie zapytanie. Wpisz co najmniej 4 znaki.

Przepisz kod z obrazka

Odśwież obrazek

Odśwież obrazek