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Author: Roger L. Berger Publisher: ISBN: Category : Languages : en Pages : 22
Book Description
Let X(1), ..., X(k) be observations from populations whose distributions are determined by unknown real parameters theta(1), ..., theta(k). In a subset selection problem, the goal is to select a subset of the populations which includes the population associated with the largest parameter with 'high' probability and includes the other populations with 'low' probability. In this paper, rules are found which are minimax in the class of non-randomized, just, and translation invariant rules when risk is measured by the maximum probability of including a non-best population. These rules are of the form proposed and studied by Gupta in location and scale parameter problems. In many cases, these rules are the unique minimax rule in the class and, hence are also admissible in this class. These results are applied to the normal mean problem with known unequal variances (or unequal sample sizes). Comparison of several proposed rules is made. A rule proposed by Gupta and Huang is found to be minimax. A generalization of the rule, proposed by Gupta and Wong, is likewise minimax. Other rules, proposed by Chen and Dudewicz and Gupta and Huang are shown to be not minimax.
Author: Roger L. Berger Publisher: ISBN: Category : Languages : en Pages : 22
Book Description
Let X(1), ..., X(k) be observations from populations whose distributions are determined by unknown real parameters theta(1), ..., theta(k). In a subset selection problem, the goal is to select a subset of the populations which includes the population associated with the largest parameter with 'high' probability and includes the other populations with 'low' probability. In this paper, rules are found which are minimax in the class of non-randomized, just, and translation invariant rules when risk is measured by the maximum probability of including a non-best population. These rules are of the form proposed and studied by Gupta in location and scale parameter problems. In many cases, these rules are the unique minimax rule in the class and, hence are also admissible in this class. These results are applied to the normal mean problem with known unequal variances (or unequal sample sizes). Comparison of several proposed rules is made. A rule proposed by Gupta and Huang is found to be minimax. A generalization of the rule, proposed by Gupta and Wong, is likewise minimax. Other rules, proposed by Chen and Dudewicz and Gupta and Huang are shown to be not minimax.
Author: Publisher: ISBN: Category : Aeronautics Languages : en Pages : 638
Book Description
Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.
Author: Shanti S. Gupta Publisher: SIAM ISBN: 0898715326 Category : Mathematics Languages : en Pages : 592
Book Description
An encyclopaedic coverage of the literature in the area of ranking and selection procedures. It also deals with the estimation of unknown ordered parameters. This book can serve as a text for a graduate topics course in ranking and selection. It is also a valuable reference for researchers and practitioners.
Author: S. Panchapakesan Publisher: Springer Science & Business Media ISBN: 1461223083 Category : Mathematics Languages : en Pages : 478
Book Description
Shanti S. Gupta has made pioneering contributions to ranking and selection theory; in particular, to subset selection theory. His list of publications and the numerous citations his publications have received over the last forty years will amply testify to this fact. Besides ranking and selection, his interests include order statistics and reliability theory. The first editor's association with Shanti Gupta goes back to 1965 when he came to Purdue to do his Ph.D. He has the good fortune of being a student, a colleague and a long-standing collaborator of Shanti Gupta. The second editor's association with Shanti Gupta began in 1978 when he started his research in the area of order statistics. During the past twenty years, he has collaborated with Shanti Gupta on several publications. We both feel that our lives have been enriched by our association with him. He has indeed been a friend, philosopher and guide to us.
Author: Peter .J. Bickel Publisher: CRC Press ISBN: 9780534980443 Category : Mathematics Languages : en Pages : 478
Book Description
A collection of essays and articles In honour of Erich. L. Lehmann's sixty-fifth birthday. Including works on Vector Autoregressive models, Bootstrapping Regression Models, Bootstrapping Regression Models and Estimation of the Mean or Total when Measurement Protocols.
Author: Arjun K. Gupta Publisher: Springer Science & Business Media ISBN: 9401706530 Category : Mathematics Languages : en Pages : 392
Book Description
The death of Professor K.C. Sreedharan Pillai on June 5, 1985 was a heavy loss to many statisticians all around the world. This volume is dedicated to his memory in recog nition of his many contributions in multivariate statis tical analysis. It brings together eminent statisticians Working in multivariate analysis from around the world. The research and expository papers cover a cross-section of recent developments in the field. This volume is especially useful to researchers and to those who want to keep abreast of the latest directions in multivariate statistical analysis. I am grateful to the authors from so many different countries and research institutions who contributed to this volume. I wish to express my appreciation to all those who have reviewed the papers. The list of people include Professors T.C. Chang, So-Hsiang Chou, Dipak K. Dey, Peter Hall, Yu-Sheng Hsu, J.D. Knoke, W.J. Krzanowski, Edsel Pena, Bimal K. Sinha, Dennis L. Young, Drs. K. Krishnamoorthy, D.K. Nagar, and Messrs. Alphonse Amey, Chi-Chin Chao and Samuel Ofori-Nyarko. I wish to thank Professors Shanti S. Gupta and James 0. Berger for their keen interest and encouragement. Thanks are also due to Cynthia Patterson for her help and Reidel Publishing Com~any for their cooperation in bringing this volume out.
Author: Publisher: ISBN: Category : Research Languages : en Pages : 922
Book Description
Sections 1-2. Keyword Index.--Section 3. Personal author index.--Section 4. Corporate author index.-- Section 5. Contract/grant number index, NTIS order/report number index 1-E.--Section 6. NTIS order/report number index F-Z.
Author: Roger L. Berger
Author: Roger L. Berger
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Author: Shanti S. Gupta
Author: S. Panchapakesan
Author: Peter .J. Bickel
Author: Santner
Author: Arjun K. Gupta
Author: Yung Liang Tong
Author: Jan Fredrik Bjornstad
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