Articoli correlati a Estimation Following Selection of Discrete Distributions:...

Estimation Following Selection of Discrete Distributions: Estimation Following Selection - Brossura

Al-Mosawi, Riyadh; Shanubhogue, Ashok

 
9783848486854: Estimation Following Selection of Discrete Distributions: Estimation Following Selection
Brossura
ISBN 10: 3848486857 ISBN 13: 9783848486854
Casa editrice: LAP LAMBERT Academic Publishing, 2012

Sinossi

Estimation following selection is an important practical problem. It is based on selection and ranking problem which aims to select the best population in the sense that the best one is the one associated with the largest (or smallest) parameter. The aim of the estimation following selection is to estimate the parameter of the selected population according to a specific decision rule. In this book, we consider the case of discrete populations like Poisson, power series and for different types of loss functions like k-normalized squared error, Stein and entropy loss functions. Several characteristics of the estimators of the selected population(s) are investigated like unbiasedness,risk-unbiaseness and admissibility and the uniformly minim variance unbiased estimator UMVUE and risk-unbiased estimators are obtained. The admissibility of UMVU and risk-unbiased estimators is also investigated and classes of improved estimators are constructed. Monti Carlo simulation methods are conducted to asses the obtained estimators and compare their performance with the natural estimators.

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L'autore

Riyadh Al-Mosawi was educated in mathematics at Basrah University/Iraq and in mathematical statsitics in Sardar Patel University/India. He joined to Thiqar University/Iraq, department of mathematics, in 1996. Now, he is teaching probabilty theory, mathematical statistics, stochastic calculus and financical mathematics.

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Editore
LAP LAMBERT Academic Publishing
Data di pubblicazione
2012
Lingua
Inglese
ISBN 10 
3848486857
ISBN 13 
9783848486854
Rilegatura
Copertina flessibile
Numero di pagine
260
Contatto del produttore
non disponibile
Persona responsabile
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