항목
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Uniform distribution Uniform distribution (discre..a standard deviation of approximately \tfrac N k, the (population) average size of a gap between samples; compare \tfrac{m}{k} above.The sample maximum is the maximum likelihood estimator for the population maximum, but, as discussed above, it is biased.If samples are not numbered but are...출처 영어 위키백과
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German tank problemthe key. For point estimation (estimating a single value for the total, \hat{N}), the minimum-variance unbiased estimator (MVUE, or UMVU estimator) is given by: \hat{N} = m\left(1 + k^{-1}\right) - 1, where m is the largest serial number observed (sample maximum) and k is the number of tanks...출처 영어 위키백과
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Charles M. SteinCharles M. Stein (born March 22, 1920), an American mathematical statistician, is emeritus professor of statistics at Stanford University. He received his Ph.D in 1947 at Columbia University with advisor Abraham Wald. He is known for Stein's paradox in decision theory, which shows that ordinary...출처 영어 위키백과
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Intensity of counting processesappropriate data-driven weights \hat{w}_j which depend on a parameter x>0 and introducing the weighted norm \|\beta\|_{\hat{w}} = \sum_{j=2}^m\hat{w}_j|\beta_j - \beta_{j-1}| , the estimator for \beta can be given: \hat{\beta} = \arg\min_{\beta\in \R_+^m} \left\{R_n(\lambda_\beta) + \|\beta...출처 영어 위키백과
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G/M/1 queuea duality between the G/M/1 model and M/G/1 queue generated by the Christmas tree transformation. The response time is the amount of time a job spends...from the instant of arrival to the time they leave the system. A consistent and asymptotically normal estimator for the mean response time, can...출처 영어 위키백과
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Estimation of covariance matricesand Molecular Biology: Vol. 4: No. 1, Article 32. The shrinkage estimator can be generalized to a multi-target shrinkage estimator that utilizes several targets simultaneously.T. Lancewicki and M. Aladjem (2014) "", IEEE Transactions on Signal Processing, Volume: 62, Issue 24, pages: 6380-6390...출처 영어 위키백과
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Heteroscedasticity-consistent standard errorss estimator, their estimators are unbiased when the data are homoscedastic. Generalized least squares Generalized estimating equations White test — a test for whether heteroscedasticity is present. Stata: robust option applicable in many pseudo-likelihood based procedures. See online help for...출처 영어 위키백과
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Kernel regressionK\left(\frac{y-y_i}{h}\right) , \hat{f}(x) = n^{-1} h^{-1} \sum_{i=1}^{n} K\left(\frac{x-x_i}{h}\right) we obtain the Nadaraya-Watson estimator. \widehat{m}_{PC}(x) = h^{-1} \sum_{i=1}^n (x_i - x_{i-1}) K\left(\frac{x-x_i}{h}\right) y_i \widehat{m}_{GM}(x) = h^{-1} \sum_{i=1}^n \left[\int_{s_{i-1...출처 영어 위키백과
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Cramér–Rao boundf\left(x; \boldsymbol{\theta}\right) \right] = -\mathrm{E} \left[ \frac{\partial ^2}{\partial \theta_m \partial \theta_k} \log f\left(x; \boldsymbol{\theta}\right) \right]. Let \boldsymbol{T}(X) be an estimator of any vector function of parameters, \boldsymbol{T}(X) = (T_1(X), \ldots, T_d(X))^T...출처 영어 위키백과
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Instrumental variablethere are more instruments than there are covariates in the equation of interest so that Z is a T × M matrix with M > K, the generalized method of moments (GMM) can be used and the resulting IV estimator is \widehat{\beta}_\mathrm{GMM} = (X^\mathrm{T} P_Z X)^{-1}X^\mathrm{T} P_Z y, where P_Z=Z(Z...출처 영어 위키백과
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Luria–Delbrück experiment 卢瑞亚-德尔布吕克实验mutation and the mutation rate (m / Nt) should always be calculated.The estimation of the mutation rate (m) is complex. Luria and Delbruck estimated this parameter from the mean of the distribution but this estimator was subsequently shown to be biased. The method of the median was introduced in...출처 영어 위키백과
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Mass estimation1}m_i(x)\times p(s_i) Eqn.(2) where p(s_i) is the probability of selecting s_i. If x_1 < x_2 < . . . < x_{n-1} < x_n are instances in D, then p(s_i)=\frac{x_{i+1}-x_i}{x_n-x_1} > 0. In the example shown in Figure 1:mass(x_1|D) = 1p(s_1) + 2p(s_2) + 3p(s_3) + 4p(s_4)mass(x_2|D) = 4p(s_1) + 2p(s_2...출처 영어 위키백과