Unbiased Estimators and their Applications

Volume 2: Multivariate Case
1996
ISBN: 978-0-7923-3939-7
Verlag: Springer Netherlands

Buch, Englisch, Band 362, 262 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 1250 g

Reihe: Mathematics and Its Applications

This volume is a continuation of It contains problems of parametric point estimation for multivariate probability distributions emphasizing problems of unbiased estimation. The volume consists of four chapters dealing, respectively, with some basic properties of multivariate continuous and discrete distributions, the general theory of point estimation in multivariate case, techniques for constructing unbiased estimators and applications of unbiased estimation theory in the multivariate case. These chapters contain numerous examples, many applications and are followed by a comprehensive Appendix which classifies and lists, in the form of tables, all known results relating to unbiased estimators of parameter functions for multivariate distributions.
This volume will serve as a handbook on point unbiased estimation for researchers whose work involves statistics. It can also be recommended as a supplementary text for undergraduate and graduate students.

Zielgruppe

Research

Autoren/Hrsg.

Nikulin, M. S.

Voinov, V.G.

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
• Mathematik | Informatik Mathematik Algebra Elementare Algebra
• Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
• Technische Wissenschaften Bauingenieurwesen Bauingenieurwesen
• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
• Mathematik | Informatik Mathematik Stochastik Elementare Stochastik
• Interdisziplinäres Wissenschaften Wissenschaften: Forschung und Information Datenanalyse, Datenverarbeitung

Inhaltsverzeichnis

Preface. 1. Basic Remarks on Multivariate Probability Distributions. 2. Elements of the Theory of Point Statistical Estimation in the Multivariate Case. 3. Techniques for Constructing Unbiased Estimators. 4. Applications of Unbiased Estimators. Appendix 1. Tables of Unbiased Estimators. Appendix 2. On Evaluating Some Multivariable Integrals. Appendix 3. Partitions and Some Multivariable Statistical Problems. References. Subject Index. Author Index.