Results 41 to 50 of about 9,128 (169)
Minimax Estimator of a Lower Bounded Parameter of a Discrete Distribution under a Squared Log Error Loss Function [PDF]
The problem of estimating the parameter ?, when it is restricted to an interval of the form , in a class of discrete distributions, including Binomial Negative Binomial discrete Weibull and etc., is considered.
N. Nematollahi
doaj
On empirical Bayes estimation of multivariate regression coefficient
We investigate the empirical Bayes estimation problem of multivariate regression coefficients under squared error loss function. In particular, we consider the regression model Y=Xβ+ε, where Y is an m-vector of observations, X is a known m×k matrix, β is
R. J. Karunamuni, L. Wei
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The problem of estimating the mean matrix of a matrix-variate normal distribution with a covariance matrix is considered under two loss functions. We construct a class of empirical Bayes estimators which are better than the maximum likelihood estimator ...
Shokofeh Zinodiny +2 more
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Throughout this paper we are concerned with the problem of estimating a real parameter when the loss function is such that the Bayes estimate exists, is unique, and satisfies a simple Equation, (1.5). If the estimate is unbiased (in the general sense of Lehmann [3]) we show under weak conditions that it must satisfy another Equation, (1.14).
Bickel, Peter J., Blackwell, David
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In this article, estimation of stress-strength reliability $\delta=P\left ...
Hare Krishna, Madhulika Dube, Renu Garg
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Estimation of Reliability Function for Complete Data - Article Review [PDF]
The theory of reliability is one of the important theories that is attracting great interest in many researchers at present because of its importance in various fields of life especially in determining the age of a particular device and its efficiency ...
Shaimaa Waleed
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An empirical Bayes estimation problem [PDF]
Let x be a random variable such that, given θ, x is Poisson with mean θ, while θ has an unknown prior distribution G . In many statistical problems one wants to estimate as accurately as possible the parameter E (θǀ x =
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Large Deviations and Berry–Esseen Inequalities for Estimators in Nonlinear Nonhomogeneous Diffusions
Bounds on the large deviations probability of the maximum likelihood estimator and regular Bayes estimators, and Berry–Esseen type bound for the suitably normalized maximum likelihood estimator of a parameter appearing nonlinearly in the nonhomogeneous ...
Jaya P.N. Bishwal
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In this paper, Bayes estimators of the parameter of Maxwell distribution have been derived along with maximum likelihood estimator. The non-informative priors; Jeffreys and the extension of Jeffreys prior information has been considered under two ...
Baghdad Science Journal
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This article examines the estimate of ϑ = P [T < Q], using both Bayesian and non-Bayesian methods, utilizing progressively first-failure censored data. Assume that the stress (T) and strength (Q) are independent random variables that follow the Burr III ...
Salem A Alyami +5 more
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