Pitmans Measure of Closeness: A Comparison of Statistical Estimators Robert L. Mason

ISBN: 9780898713084

Published: January 1st 1987

Paperback

242 pages


Description

Pitmans Measure of Closeness: A Comparison of Statistical Estimators  by  Robert L. Mason

Pitmans Measure of Closeness: A Comparison of Statistical Estimators by Robert L. Mason
January 1st 1987 | Paperback | PDF, EPUB, FB2, DjVu, AUDIO, mp3, ZIP | 242 pages | ISBN: 9780898713084 | 3.59 Mb

Pitmans Measure of Closeness (PMC) is simply an idea whose time has come. Certainly there are many different ways to estimate unknown parameters, but which method should you use? Posed as an alternative to the concept of mean-squared-error, PMC isMorePitmans Measure of Closeness (PMC) is simply an idea whose time has come. Certainly there are many different ways to estimate unknown parameters, but which method should you use? Posed as an alternative to the concept of mean-squared-error, PMC is based on the probabilities of the closeness of competing estimators to an unknown parameter.

Renewed interest in PMC over the last 20 years has motivated the authors to produce this book, which explores this method of comparison and its usefulness. Written with research oriented statisticians and mathematicians in mind, but also considering the needs of graduate students in statistics courses, this book provides a thorough introduction to the methods and known results associated with PMC. Following a foreword by C .R. Rao, the first three chapters focus on basic concepts, history, controversy, paradoxes and examples associated with the PMC criterion.



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