scientific article; zbMATH DE number 1461222
From MaRDI portal
Publication:4485808
Recommendations
Cited in
(88)- Distribution-dependent and distribution-free confidence intervals for the variance
- Traffic intensity estimation in finite Markovian queueing systems
- Independent ratios \(X/Z\), \(Y/Z\) when \(X\), \(Y\) are (in)dependent but \((X,Y)\), \(Z\) are dependent
- Ratios X/Z, Y/Z built from independent random variables (X,Y) and Z may not always be dependent
- Examples of non-normal observations for which a Studentized sample mean has a Student's t-distribution
- An unusual application of Cramér-Rao inequality to prove the attainable lower bound for a ratio of complicated gamma functions
- Purely sequential minimum risk point estimation (MRPE) for a survival function in an exponential distribution: illustration with remission times for bladder cancer patients
- On equilibrium existence in a finite-agent, multi-asset noisy rational expectations economy
- On general asymptotically second-order efficient purely sequential fixed-width confidence interval (FWCI) and minimum risk point estimation (MRPE) strategies for a normal mean and optimality
- Purely sequential point estimation of a function of the mean in an exponential distribution
- On rereading Stein's lemma: its intrinsic connection with Cramér-Rao identity and some new identities
- On rereading D. Basu's jointly sufficient statistic example made up of two ancillaries and miscellany
- Renewed looks at the distribution of a sum of independent or dependent discrete random variables and related problems
- Second-order asymptotics in a class of purely sequential minimum risk point estimation (MRPE) methodologies
- MLE, information, ancillary complement, and conditional inference with illustrations
- Stirling's formula for gamma functions, bounds for ratios of gamma functions, beta functions and percentiles of a studentized sample mean: a synthesis with new results
- Algorithms for computing the distributions of sums of discrete random variables
- A conversation with Shelemyahu Zacks
- Pricing time-to-event contingent cash flows: a discrete-time survival analysis approach
- Simultaneous tests for homogeneity of two zero-inflated (beta) populations
- Probability and inferential statistics
- A general sequential fixed-accuracy confidence interval estimation methodology for a positive parameter: illustrations using health and safety data
- On fixed-accuracy and bounded accuracy confidence interval estimation problems in Fisher's ``Nile example
- On the covariance between the sample mean and variance
- On sharp Jensen's inequality and some unusual applications
- On a sequential probability ratio test subject to incomplete data
- Fixed Accuracy Interval Estimation of the Common Variance in an Equi-Correlated Normal Distribution
- scientific article; zbMATH DE number 3854077 (Why is no real title available?)
- Introductory statistical inference.
- Confidence, Likelihood, Probability
- A Note on Minimum Variance Unbiased Estimation
- scientific article; zbMATH DE number 3947392 (Why is no real title available?)
- scientific article; zbMATH DE number 3962937 (Why is no real title available?)
- scientific article; zbMATH DE number 46531 (Why is no real title available?)
- scientific article; zbMATH DE number 46578 (Why is no real title available?)
- scientific article; zbMATH DE number 481960 (Why is no real title available?)
- scientific article; zbMATH DE number 2022213 (Why is no real title available?)
- Purely sequential and two-stage bounded-length confidence interval estimation problems in Fisher's ``Nile example
- EDA on the asymptotic normality of the standardized sequential stopping times. I: Parametric models
- On Some One-Parameter Families Where Maximal Invariants Do Not Distinguish Hypothesized Models
- Fundamentals of mathematical statistics: Volume 1, probability for statistics, Volume 2, statistical inference, by H. T. Nguyen and G. S. Rogers. Pp 432, 422. DM84 each. 1989. ISBN 3-540-97014-2/97020-7 (Springer)
- scientific article; zbMATH DE number 941588 (Why is no real title available?)
- Fisher information, sufficiency, and ancillarity: some clarifications
- Two-Stage Procedure Having Exact Third-Order Properties for a Normal Mean
- Two-Stage Fixed-Width Confidence Intervals for a Normal Mean in the Presence of Suspect Outliers
- Improving parameter estimation using constrained optimization methods
- Purely sequential FWCI and MRPE problems for the mean of a normal population by sampling in groups with illustrations using breast cancer data
- EDA on the asymptotic normality of the standardized sequential stopping times. II: Distribution-free models
- Purely sequential estimation problems for the mean of a normal population by sampling in groups under permutations within each group and illustrations
- Squares of non-standard-normal or non-Student's-\(t_1\) RVs which have chi-square1 or \(F_{1,1}\) distributions: a return visit
- Statistical Theory and Inference
- Minimum risk point estimation for a function of a normal mean under weighted power absolute error loss plus cost: first-order and second-order asymptotics
- On comparing locations of two-parameter exponential distributions using sequential sampling with applications in cancer research
- An optimal purely sequential strategy with asymptotic second-order properties: Applications from statistical inference and data analysis
- Pairwise Independence May Not Imply Independence: New Illustrations and a Generalization
- Convergence of series of moments on general exponential inequality
- On Bayesian parameter estimation of beta log Weibull distribution under type-II censoring
- A new formulation of minimum risk fixed-width confidence interval (MRFWCI) estimation problems for a normal mean with illustrations and simulations: applications to air quality data
- Purely sequential and two-stage fixed-accuracy confidence interval estimation methods for count data from negative binomial distributions in statistical ecology: one-sample and two-sample problems
- Sequential minimum risk point estimation (MRPE) methodology for a normal mean under Linex loss plus sampling cost: First-order and second-order asymptotics
- A general theory of purely sequential minimum risk point estimation (MRPE) of a function of the mean in a normal distribution
- Two-stage fixed-width and bounded-width confidence interval estimation methodologies for the common correlation in an equi-correlated multivariate normal distribution
- Approximate analytical solutions for a class of nonlinear stochastic differential equations
- Total positivity in stable semigroups
- Two-sample two-stage and purely sequential methodologies for tests of hypotheses with applications: comparing normal means when the two variances are unknown and unequal
- Comparing equal-tail probability and unbiased confidence intervals for the intraclass correlation coefficient
- Higher order approximations by a two-stage procedure for a negative exponential distribution
- Probability theory and inferential statistics
- A note on the Cauchy–Schwarz inequality for expectations
- A convolution identity and more with illustrations
- A general theory of three-stage estimation strategy with second-order asymptotics and its applications
- Equivalence of asymptotic normality of the two sample pivot and the vector of standardized sample means
- Theory of new second-order expansions for the moments of \({100\rho \%}\) accelerated sequential stopping times in normal mean estimation problems when \({0<\rho <1}\) is arbitrary
- Multi-stage minimum risk point estimation strategies for comparing the locations from two negative exponential models and second-order asymptotics: illustrations with simulated data and bone marrow transplant data
- On the maximum likelihood estimation of a discrete, finite support distribution under left-truncation and competing risks
- Distribution-free minimum risk point estimation of the mean under powered absolute error loss plus cost of sampling: Illustrations with cancer data
- Second-order asymptotics for comparing treatment means from purely sequential estimation strategies under possible outlying observations
- Second-order (s.o.) multi-stage fixed-width confidence interval (FWCI) estimation strategies for comparing location parameters from two negative exponential (NE) populations: illustrations with cancer data
- The sparsity index in Poisson size-biased sampling: algorithms for the optimal unbiased estimation from small samples
- Some puzzles appearing in statistical inference
- A personal celebration of Dr. D. Basu with emphasis on examples-counterexamples-clarifications
- Multi-stage minimum risk point estimation (MRPE) of a function of unknown in a gamma (,) model with known: related problems and illustrations with analysis from simulations and cancer data
- Estimating the time-to-event distribution for loan-level data within a consumer auto loan asset-backed security
- Two-stage two-sample negative exponential fixed-width confidence intervals with tables of percentiles for equal and unequal pilot sizes: Illustrations with cancer datasets
- A Further Self-Improvement of the Cauchy–Schwarz Inequality
- Simple and unified proof of the joint or marginal density function of order statistics
- Discrete examples of sufficient or non-sufficient statistic \(|X|\) for unknown \(\theta\) via conditioning
- Practical sequential big data strategies for interval and point estimation problems involving complicated UMVUEs of parametric functions from an exponential family
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4485808)
