Some puzzles appearing in statistical inference
Rao-Blackwell theorem is widely known to be a mathematically powerful technique that can be used to improve the precision of an estimator. The procedure entails exploiting a sufficient statistic to obtain an improved estimator or a uniformly minimum variance unbiased estimator. A modification of suf...
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| Language: | English |
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Académie des sciences
2024-11-01
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| Series: | Comptes Rendus. Mathématique |
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| Online Access: | https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.5802/crmath.636/ |
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| author | Alemam, Seyf Homei, Hazhir Nadarajah, Saralees |
| author_facet | Alemam, Seyf Homei, Hazhir Nadarajah, Saralees |
| author_sort | Alemam, Seyf |
| collection | DOAJ |
| description | Rao-Blackwell theorem is widely known to be a mathematically powerful technique that can be used to improve the precision of an estimator. The procedure entails exploiting a sufficient statistic to obtain an improved estimator or a uniformly minimum variance unbiased estimator. A modification of sufficient statistics is introduced here which can be applied for Rao-Blackwell theorem along with some fruitful applications that illustrate its properties. Also some theorems have been rewritten in statistical inference. |
| format | Article |
| id | doaj-art-a13a24dec4674d55b7316e0b5d05fd40 |
| institution | Kabale University |
| issn | 1778-3569 |
| language | English |
| publishDate | 2024-11-01 |
| publisher | Académie des sciences |
| record_format | Article |
| series | Comptes Rendus. Mathématique |
| spelling | doaj-art-a13a24dec4674d55b7316e0b5d05fd402025-02-07T11:23:31ZengAcadémie des sciencesComptes Rendus. Mathématique1778-35692024-11-01362G101243125210.5802/crmath.63610.5802/crmath.636Some puzzles appearing in statistical inferenceAlemam, Seyf0Homei, Hazhir1Nadarajah, Saralees2Department of Statistics, University of Tabriz, P. O. Box 51666-17766, Tabriz, IranDepartment of Statistics, University of Tabriz, P. O. Box 51666-17766, Tabriz, IranDepartment of Mathematics, University of Manchester, Manchester M13 9PL, UKRao-Blackwell theorem is widely known to be a mathematically powerful technique that can be used to improve the precision of an estimator. The procedure entails exploiting a sufficient statistic to obtain an improved estimator or a uniformly minimum variance unbiased estimator. A modification of sufficient statistics is introduced here which can be applied for Rao-Blackwell theorem along with some fruitful applications that illustrate its properties. Also some theorems have been rewritten in statistical inference.https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.5802/crmath.636/Complete minimal sufficient statisticIncomplete minimal sufficient statisticMinimal sufficient statisticRao–Blackwell theoremSufficient statistic |
| spellingShingle | Alemam, Seyf Homei, Hazhir Nadarajah, Saralees Some puzzles appearing in statistical inference Comptes Rendus. Mathématique Complete minimal sufficient statistic Incomplete minimal sufficient statistic Minimal sufficient statistic Rao–Blackwell theorem Sufficient statistic |
| title | Some puzzles appearing in statistical inference |
| title_full | Some puzzles appearing in statistical inference |
| title_fullStr | Some puzzles appearing in statistical inference |
| title_full_unstemmed | Some puzzles appearing in statistical inference |
| title_short | Some puzzles appearing in statistical inference |
| title_sort | some puzzles appearing in statistical inference |
| topic | Complete minimal sufficient statistic Incomplete minimal sufficient statistic Minimal sufficient statistic Rao–Blackwell theorem Sufficient statistic |
| url | https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.5802/crmath.636/ |
| work_keys_str_mv | AT alemamseyf somepuzzlesappearinginstatisticalinference AT homeihazhir somepuzzlesappearinginstatisticalinference AT nadarajahsaralees somepuzzlesappearinginstatisticalinference |