Author: Kimiko Osada BowmanPublisher:
ISBN:
Category : Distribution (Probability theory)
Languages : en
Pages : 32
Book Description
Biases and Covariances of Maximum Likelihood Estimators
Author: Kimiko Osada BowmanPublisher:
ISBN:
Category : Distribution (Probability theory)
Languages : en
Pages : 32
Book Description
Maximum Likelihood Estimation in Small Samples
Author: L. R. ShentonPublisher: Lubrecht & Cramer Limited
ISBN: 9780852642382
Category : Mathematics
Languages : en
Pages : 186
Book Description
Outlines of basic theory; Single parameter estimation; Bias and covariance in multiparameter estimation; Biases and covariances for estimators in non-regular cases; Special density estimation.
Adjusted Maximum Likelihood Estimation of the Moments of Lognormal Populations from Type 1 Censored Samples
Author: Timothy A. CohnPublisher:
ISBN:
Category : Lognormal distribution
Languages : en
Pages : 44
Book Description
Statistics of Directional Data
Author: K. V. MardiaPublisher: Academic Press
ISBN: 148321866X
Category : Mathematics
Languages : en
Pages : 380
Book Description
Probability and Mathematical Statistics: A Series of Monographs and Textbooks: Statistics of Directional Data aims to provide a systematic account of statistical theory and methodology for observations which are directions. The publication first elaborates on angular data and frequency distributions, descriptive measures, and basic concepts and theoretical models. Discussions focus on moments and measures of location and dispersion, distribution function, corrections for grouping, calculation of the mean direction and the circular variance, interrelations between different units of angular measurement, and diagrammatical representation. The book then examines fundamental theorems and distribution theory, point estimation, and tests for samples from von Mises populations. The text takes a look at non-parametric tests, distributions on spheres, and inference problems on the sphere. Topics include tests for axial data, point estimation, distribution theory, moments and limiting distributions, and tests of goodness of fit and tests of uniformity. The publication is a dependable reference for researchers interested in probability and mathematical statistics.
Rethinking Biased Estimation
Author: Yonina C. EldarPublisher: Now Publishers Inc
ISBN: 1601981309
Category : Mathematics
Languages : en
Pages : 159
Book Description
Rethinking Biased Estimation discusses methods to improve the accuracy of unbiased estimators used in many signal processing problems. At the heart of the proposed methodology is the use of the mean-squared error (MSE) as the performance criteria. One of the prime goals of statistical estimation theory is the development of performance bounds when estimating parameters of interest in a given model, as well as constructing estimators that achieve these limits. When the parameters to be estimated are deterministic, a popular approach is to bound the MSE achievable within the class of unbiased estimators. Although it is well-known that lower MSE can be obtained by allowing for a bias, in applications it is typically unclear how to choose an appropriate bias. Rethinking Biased Estimation introduces MSE bounds that are lower than the unbiased Cramer-Rao bound (CRB) for all values of the unknowns. It then presents a general framework for constructing biased estimators with smaller MSE than the standard maximum-likelihood (ML) approach, regardless of the true unknown values. Specializing the results to the linear Gaussian model, it derives a class of estimators that dominate least-squares in terms of MSE. It also introduces methods for choosing regularization parameters in penalized ML estimators that outperform standard techniques such as cross validation.
A Formula for the Bias of the Maximum Likelihood Estimators
Author: Lichun ZhangPublisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 8
Book Description
Comparing Maximum Likelihood Ordination with Principal Components Analysis and Correspondence Analysis for Equicorrelated Data
Author: Henry Sui Heng LynnFirst Order Bias and Second Order Variance of the Maximum Likelihood Estimator with Application to Multivariate Gaussian Data and Time Delay and Doppler Shift Estimation
Author: Eran NaftaliEstimation of Bias Errors in Measured Airplane Responses Using Maximum Likelihood Method
Author: Vladiaslav KleinPublisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 38
Book Description
The purpose of this report is to develop a maximum likelihood algorithm applicable to general motion of an airplane, to compile an efficient computer program based on this algorithm, and to verify both the algorithm and program on simulated and real flight data.
An Introduction to Bartlett Correction and Bias Reduction
Author: Gauss M. CordeiroPublisher: Springer Science & Business Media
ISBN: 3642552552
Category : Mathematics
Languages : en
Pages : 113
Book Description
This book presents a concise introduction to Bartlett and Bartlett-type corrections of statistical tests and bias correction of point estimators. The underlying idea behind both groups of corrections is to obtain higher accuracy in small samples. While the main focus is on corrections that can be analytically derived, the authors also present alternative strategies for improving estimators and tests based on bootstrap, a data resampling technique and discuss concrete applications to several important statistical models.