Al momento non sono disponibili copie per questo codice ISBN.Vedi tutte le copie di questo ISBN:
when certain parameters in the problem tend to limiting values (for example, when the sample size increases indefinitely, the intensity of the noise ap proaches zero, etc.) To address the problem of asymptotically optimal estimators consider the following important case. Let X 1, X 2, ... , X n be independent observations with the joint probability density !(x,O) (with respect to the Lebesgue measure on the real line) which depends on the unknown patameter o e 9 c R1. It is required to derive the best (asymptotically) estimator 0:( X b ... , X n) of the parameter O. The first question which arises in connection with this problem is how to compare different estimators or, equivalently, how to assess their quality, in terms of the mean square deviation from the parameter or perhaps in some other way. The presently accepted approach to this problem, resulting from A. Wald's contributions, is as follows: introduce a nonnegative function w(0l> ( ), Ob Oe 9 (the loss function) and given two estimators Of and O! n 2 2 the estimator for which the expected loss (risk) Eown(Oj, 0), j = 1 or 2, is smallest is called the better with respect to Wn at point 0 (here EoO is the expectation evaluated under the assumption that the true value of the parameter is 0). Obviously, such a method of comparison is not without its defects.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Descrizione libro Springer, U.S.A., 1981. Hard Cover. Condizione: Good. This is an ex-library book with the usual markings. Otherwise, the book appears lightly used and is near very good with shelfwear and lightly bumped corners. Issued without a dust jacket. A nice example of a scarce book. Expedited international shipping is not available. The delivery expectation for international shipping is 7-32 business days, depending upon customer location. Ex-Library. Codice articolo 008105
Descrizione libro Springer, 1981. Condizione: Good. A+ Customer service! Satisfaction Guaranteed! Book is in Used-Good condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear and contain limited notes and highlighting. Codice articolo 0387905235-2-4