Article ID Journal Published Year Pages File Type
1146209 Journal of Multivariate Analysis 2013 10 Pages PDF
Abstract
For families of distributions with location parameter, it is shown that the ranking of parameters by sample means is expedient in the case of families having no sufficient statistic. Furthermore, mean losses (the risk) arising because of making wrong decisions decreases with growth of the size of the sample if densities are symmetric and log- concave. Examples of applications of these results are given.
Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
Authors
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