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Theory of preliminary test and Stein-type estimation with applications [[electronic resource] /] / A.K. Md. Ehsanes Saleh
Theory of preliminary test and Stein-type estimation with applications [[electronic resource] /] / A.K. Md. Ehsanes Saleh
Autore Saleh A. K. Md. Ehsanes
Pubbl/distr/stampa Hoboken, NJ, : Wiley-Interscience, c2006
Descrizione fisica 1 online resource (656 p.)
Disciplina 519.5/44
519.544
Collana Wiley Series in Probability and Statistics
Soggetto topico Parameter estimation
Regression analysis
Bayesian statistical decision theory
ISBN 1-280-44801-6
9786610448012
0-470-36055-0
0-471-77375-1
0-471-77374-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Theory of Preliminary Test and Stein-Type Estimation with Applications; Contents; List of Figures; List of Figures; List of Tables; List of Tables; Preface; 1 Introduction; 1.1.1 Batting averages of 18 players; 1.1 Display of predicted batting averages based on Stein's formula; 1.1 Objective of This Book; 1.2 Statistical Decision Principle; 1.3 Quadratic Loss Function; 1.4 Some Statistical Models with Preliminaries; 1.4.1 Mean and Simple Linear Models; 1.4.2 One-Sample Multivariate Model; 1.4.3 ANOVA Models; 1.4.4 Parallelism Models
1.4.5 Multiple Regression Model and General Linear Hypothesis1.4.6 Simple Multivariate Linear Model; 1.4.7 Discrete Data Models; 1.5 Organization of the Book; 1.6 Conclusions; 1.7 Problems; 2 Preliminaries; 2.1 Normal Distribution; 2.2 Chi-square Distribution and Properties; 2.3 Some Results from Multivariate Normal Theory; 2.4 Beta Distribution and Applications; 2.5 Discrete Distributions; 2.5.1 Binomial Distribution; 2.5.2 Multinomial Distribution; 2.6 Matrix Results; 2.7 Large Sample Theory; 2.7.1 Four Types of Convergence; 2.7.2 Law of Large Numbers; 2.7.3 Central Limit Theorems
2.8 Nonparametric Theory: Preliminaries2.8.1 Order-Statistics, Ranks, and Sign Statistics; 2.8.2 Linear rank-statistics (LRS); 2.8.3 Rank Estimators of the Parameters of Various Models; 2.9 Problems; 3 Preliminary Test Estimation; 3.1 Simple Linear Model, Estimators, and Tests; 3.1.1 Simple Linear Model; 3.1.2 Estimation of the Intercept and Slope Parameter; 3.1.3 Test for the Slope Parameter; 3.2 PTE of the Intercept Parameter; 3.2.1 UE, RE and PTE of the Intercept Parameter; 3.2.2 Bias and MSE Expressions; 3.2.3 Comparison of bias and mse functions
3.2.1 Graph of quadratic bias functions of the estimators3.2.4 Optimum Level of Significance of Preliminary Test; 3.2.2 Graph of MRE(tn; tn) and MRE(tPTn; tn); 3.2.1 Maximum and Minimum Guaranteed Efficiencies for n = 8; 3.2.2 Maximum and Minimum Guaranteed Efficiencies for n = 12 and x2/Q = 0.1(0.2)0.9; 3.3 Two-Sample Problem and Pooling of Means; 3.3.1 Model; 3.3.2 Estimation and Test of the Difference between Two Means; 3.3.3 Bias and mse Expression of the Three Estimators of a Mean; 3.3.1 Maximum and Minimum Guaranteed Efficiencies; 3.3.2 Maximum and Minimum Guaranteed Efficiencies
3.3.3 Maximum and Minimum Guaranteed Efficiencies3.4 One-Sample Problem: Estimation of Mean; 3.4.1 Model; 3.4.2 Unrestricted, Restricted, and Preliminary Test Estimators; 3.3.1 Graph of MRE (m1; m1) and MRE(mPT1; m1); 3.4.3 Bias, mse, and Analysis of Efficiency; 3.5 An Alternative Approach; 3.5.1 Introduction; 3.4.1 Minimum and Maximum Efficiency of PTE; 3.5.2 One-Sample Problem; 3.5.3 Comparison of PTE, tPTn and SE tSn; 3.5.1 Maximum and Minimum Efficiencies of SE and Efficiency of PTE at D0 for Selected a; 3.5.4 Simple Linear Model and Shrinkage Estimation
3.5.1 Graph of the relative efficiency of SE and PTE for different values of a
Record Nr. UNINA-9910841121703321
Saleh A. K. Md. Ehsanes  
Hoboken, NJ, : Wiley-Interscience, c2006
Materiale a stampa
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