Results 31 to 40 of about 74,320 (358)
On sequential estimation of a normal distribution having equal mean and variance
Mukhopadhyay and Cicconetti \cite{mc2004} derived the Maximum Likelihood Estimator (MLE) and the Uniformly Minimum Variance Unbiased Estimator (UMVUE) of $\theta$ in $N (\theta, \theta)$ and discussed their application to purely sequential and two-stage ...
Saralees Nadarajah, Idika E. Okorie
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A Bayesian Shrinkage Approach in Weibull Type -II Censored Data Using Prior Point Information
In the present paper we study the performance of the Bayes Shrinkage estimators for the scale parameter of the Weibull distribution under the squared error loss and the LINEX loss functions in the presence of a prior point information of the scale ...
Gyan Prakash , D.C. Singh
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COMPARISON OF MINQUE AND SIMPLE ESTIMATOR OF THE ERROR VARIANCE IN THE GAUSS MARKOFF MODEL
The problem of estimation of variance components occurs in many areas of research. This paper is devoted to study the comparison between Minimum Norm Quadratic Unbiased Estimator (MINQUE) and Ordinary Least Square Estimator (OLSE) of s 2 in the Gauss ...
Abdul-Hussein Saber AL-MOUEL
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Can we define a best estimator in simple one-dimensional cases?
International audienceWhat is the best estimator for assessing a parameter of a probability distribution from a small number of measurements? Is the same answer valid for a location parameter like the mean as for a scale parameter like the variance?
Lantz, Éric, Vernotte, François
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On Estimation of Reliability Functions using Record values from Proportional Hazard Rate Model
Two measures of reliability functions, namely R(t)=P(X>t) and P=P ...
Ajit Chaturvedi, Ananya Malhotra
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A Robust Solution to Variational Importance Sampling of Minimum Variance
Importance sampling is a Monte Carlo method where samples are obtained from an alternative proposal distribution. This can be used to focus the sampling process in the relevant parts of space, thus reducing the variance. Selecting the proposal that leads
Jerónimo Hernández-González+1 more
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Using a matched filter technique, we derive the minimum variance, unbiased estimator for the equilibrium displacement of a damped harmonic oscillator in thermal equilibrium when interactions with the thermal bath are the leading source of noise.
Boynton, P. E.+2 more
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Mobility State Detection of Cellular-Connected UAVs Based on Handover Count Statistics
Estimating the speed of aerial user equipment (UE) is critically important to provide reliable mobility management for cellular-connected unmanned aerial vehicles (UAVs) since this can enhance the quality of service.
Md Moin Uddin Chowdhury+3 more
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Some equalities for estimations of variance components in a general linear model and its restricted and transformed models [PDF]
For the unknown positive parameter σ2 in a general linear model ℳ={y,Xβ,σ2Σ}, the two commonly used estimations are the simple estimator (SE) and the minimum norm quadratic unbiased estimator (MINQUE).
Liu, Chunmei, Tian, Yongge
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The present paper has developed the preliminary test estimators (PTEs) of the model parameter raised to certain power, σp, and the two measures of reliability, namely, the reliability function, R(t ) and the reliability of an item or a system, P of an ...
Ajit Chaturvedi, Anshika Bhatnagar
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