Results 61 to 70 of about 64,632 (290)
MathematicsA Bayes estimator for a mean parameter of an exponential distribution is calculated using Stein’s loss, which equally penalizes gross overestimation and underestimation.
Zheng Li, Ying-Ying Zhang, Ya-Guang Shi
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Austrian Journal of Statistics, 2018 This article presents the procedures for the estimation of the parameter of Rayleigh distribution based on Type-II progressive hybrid censored fuzzy lifetime data.
Ankita Chaturvedi +2 more
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Journal of Multivariate Analysis, 1973 AbstractIn this paper the author tries to give general conditions for the existence of Bayes estimates and for the consistency of sequences of Bayes estimates.In Section 3 we prove existence theorems for Bayes estimates, which contain those of DeGroot and Rao [3], as a special case.
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Bayes Estimation with Convex Loss
The Annals of Mathematical Statistics, 1963 Let $X$ be a generalized random variable taking values in an abstract set $\mathscr{X}$ on which is defined an appropriate $\sigma$-field of subsets. Suppose that the distribution of $X$ depends on a real parameter $\Theta$ and that it is desired to estimate the value of $\Theta$ from an observation on $X$.
DeGroot, M. H., Rao, M. M.
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Arthritis Care &Research, EarlyView.Objective The American College of Rheumatology recommends HLA‐B*58:01 allele testing before the initiation of allopurinol, specifically among Asian and African American/Black patients, due to their increased risk for severe hypersensitivity reactions. However, testing rates remain low at many health care facilities.
Abimbola Fadairo‐Azinge +6 more
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Minimax Estimator of a Lower Bounded Parameter of a Discrete Distribution under a Squared Log Error Loss Function [PDF]
Journal of Sciences, Islamic Republic of Iran, 2012 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
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On empirical Bayes estimation of multivariate regression coefficient
International Journal of Mathematics and Mathematical Sciences, 2006 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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Statistica, 2018 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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The Annals of Mathematical Statistics, 1967 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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Arthritis Care &Research, Accepted Article.Objective To evaluate how modifiable psychosocial factors and fatigue relate to physical functioning in patients with systemic lupus erythematosus (SLE). Methods In this cross‐sectional study of two demographically distinct cohorts [Approaches to Positive, Patient‐centered Experiences of Aging with Lupus (APPEAL) and California Lupus Epidemiology Study
Mrinalini Dey +8 more
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