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Showing 2 results for Risk Function
Fattaneh Nezampoor, Alireza Soleimani, Volume 22, Issue 1 (12-2017)
Abstract
In this paper some properties of logistics - x family are discussed and a member of the family, the logistic–normal distribution, is studied in detail. Average deviations, risk function and fashion for logistic–normal distribution is obtained. The method of maximum likelihood estimation is proposed for estimating the parameters of the logistic–normal distribution and a data set is used to show applications of logistic–normal distribution.
Dr. Mehdi Shams, Dr. Gholamreza Hesamian, Volume 27, Issue 1 (3-2023)
Abstract
Information inequalities have many applications in estimation theory and statistical decision making. This paper describes the application of an information inequality to make the minimax decision in the framework of Bayesian theory. In this way, first a fundamental inequality for Bayesian risk is introduced under the square error loss function and then its applications are expressed in determining asymptotically and locally minimax estimators in the case of univariate and multivariate. In the case that the parameter components are orthogonal, the asymptotic-local minimax estimators are obtained for a function of the mean vector and the covariance matrix in the multivariate normal distribution. In the end, the bounds of information inequality are calculated under a general loss function.
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