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نمایش تعداد 1-10 از 14
Computing two measures of statistical evidences in mixture model using record statistics
Analyzing the mixture proportion in a finite mixture model, we consider
the method of evidentional analysis to distinguish two measures of
support data provided by record values and inter-record times in ...
Evidential inference based on record data and inter-record times
Science looks to statistics for an objective measure of the
strength of evidence in a given body of observations. In this
paper, we shall use a criterion defined as a combination of
probabilities of ...
Estimation using ordered data in a mixture of normals based on evidential analysis
Often, in the essence of practical situations, some distribution functions
come up with a finite mixture model for multinomial observations. To do
inference for the mixture proportion and the parameters of a ...
computing two measures of statistical evidences in mixture model using record statistics
analyzing the mixture proportion in a finite mixture model, we consider the method of evidentioal analysis to distinguish two measures of support data provided by record values and inter-record times in favor of a hypothesis ...
Improved variance estimation under sub-space restriction
In the linear regression model y=Xb+e, we assume given positive definite scale matrix
S, the error vector is distributed as multivariate normal and S
has inverted Wishart distribution. Under an orthogonal ...
مقایسه مخاطره انواع برآوردگرها در مدل رگرسیون چندگانه با خطای t چندگانه
در این مقاله با فرض این که در مدل رگرسیون خطی چندگانه بردار خطای تصادفی دارای توزیع t چندمتغیره است، برآوردگرهای کمترین توان های دوم تعمیم یافته، برآوردگرهای کمترین توان های دوم تعمیم یافته مقید و تورنجش را برای بردار ...
Shrinkage estimation of the regression parameters with multivariate normal errors
In the linear model y=X\\\\\\\\\\\\\\\\beta+e with the errors distributed as normal, we obtain generalized least square (GLS) , restricted GLS (RGLS), preliminary test (PT), Stein-type shrinkage (S) and positive-rule ...
estimation of the mean vector of a multivariate normal model under reflected normal loss
For estimating an unknown mean vector-parameter bt in a multivariate normal population, we propose the unrestricted, restricted and preliminary test estimators and derive their exact risk expressions under a modified ...
A note on classical Stein-type estimators in elliptically contoured models
In this paper the conditions under which a broad class of Stein-type estimators dominates the best invariant unbiased estimator of the mean of an elliptically contoured population have been established. The superiority ...