Change point estimation in non-monotonic aging modelsAnnals of the Institute of Statistical Mathematics - Tập 47 - Trang 483-491 - 1995
Murari Mitra, Sujit K. Basu
The problem of estimating change points in various non-monotonic aging models is considered. A general methodology for consistent estimation of the change point is developed and applied to non-monotonic aging models based on the hazard rate function as well as on the mean residual life function.
On a functional transformAnnals of the Institute of Statistical Mathematics - Tập 15 Số 1 - Trang 159-165 - 1963
Giitiro Suzuki
Second order asymptotic comparison of estimators of a common parameter in the double exponential caseAnnals of the Institute of Statistical Mathematics - Tập 39 - Trang 25-36 - 1987
Masafumi Akahira
The problem to estimate a common parameter for the pooled sample from the double exponential distributions is discussed in the presence of nuisance parameters. The maximum likelihood estimator, a weighted median, a weighted mean and others are asymptotically compared up to the second order, i.e. the ordern
−1/2 with the asymptotic expansions of their distributions.
Posterior Sensitivity to the Sampling Distribution and the Prior: More than One ObservationAnnals of the Institute of Statistical Mathematics - Tập 51 - Trang 499-513 - 1999
Sanjib Basu
Sensitivity of a posterior quantity ρ(f, P) to the choice of the sampling distribution f and prior P is considered. Sensitivity is measured by the range of ρ(f, P) when f and P vary in nonparametric classes Γ
f
and Γ
P
respectively. Direct and iterative methods are described which obtain the range of ρ(f, P) over f∈Γ
...... hiện toàn bộ
A pólya urn model with a continuum of colorsAnnals of the Institute of Statistical Mathematics - Tập 45 - Trang 453-458 - 1993
Hajime Yamato
For a Pólya urn model with a continuum of colors introduced by Blackwell and MacQueen ((1973),Ann. Statist.,2, 1152–1174), we show the joint distribution of colors aftern draws from which several properties of the urn model are derived. The similar results hold for the case where the initial distribution of colors is invariant under a finite group of transformations.