Characterizations of normality in translation classes by properties of Bayes estimators

DOI10.1007/BF01894735MaRDI QIDQ1104656zbMATH OpenFDO

Authors Walther jun. Eberl

Publication date 1986

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/176038

zbMATH Keywords

Bayes estimatorbest polynomial estimatorcharacterizationsconditional expectationslinear modellinearitynormal distribution

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Bayesian inference (62F15)

Review text

This paper generalizes some characterizations of the normal distribution due to \textit{A. M. Kagan} and \textit{Yu. N. Karpov} [J. Sov. Math. 3, 766- 776 (1975); translation from Zap. Nauchn. Semin. Leningr. Otd. Mat. Inst. Steklova 29, 62-73 (1972; Zbl 0337.62022)]. The characterizations under consideration concern the linearity of the Bayes estimator and the linearity of certain conditional expectations. Furthermore, the linearity of the best polynomial estimator of degree \(\leq r\) is derived as a characteristic property of a distribution family for which the first r moments coincide with the corresponding moments of a normal distribution. The original results of Kagan and Karpov were proved for independent variables, whereas the theorems given in the paper are valid in a certain linear model.

Recommendations

• A characterization of the multivariate normal distribution and some remarks on linear estimators
• Characterization of distributions in invariant models
• ML characterization of the multivariate normal distribution
• scientific article; zbMATH DE number 22564
• Characterization of normal distribution related to two samples based on regression

Cites work

• Bayes formulation of the location parameter estimation problem
• scientific article; zbMATH DE number 3774673 (Why is no real title available?)
• scientific article; zbMATH DE number 3550005 (Why is no real title available?)
• Invariantly sufficient equivariant statistics and characterizations of normality in translation classes
• Sur une propriété de la loi de Gauss

Cited in

(5)

• A characterization of the multivariate normal distribution and some remarks on linear estimators
• Characterization of distributions in invariant models
• scientific article; zbMATH DE number 4032778 (Why is no real title available?)
• scientific article; zbMATH DE number 22564 (Why is no real title available?)
• Theory & Methods: A Characterization of the Normal Family of Distributions Based on the Bias of the Maximum Likelihood Estimator

This page was built for publication: Characterizations of normality in translation classes by properties of Bayes estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1104656)