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Hodges' Estimator
In statistics, Hodges' estimator (or the Hodges–Le Cam estimator), named for Joseph Hodges, is a famous counterexample of an estimator which is "superefficient", i.e. it attains smaller asymptotic variance than regular efficient estimators. The existence of such a counterexample is the reason for the introduction of the notion of regular estimators. Hodges' estimator improves upon a regular estimator at a single point. In general, any superefficient estimator may surpass a regular estimator at most on a set of Lebesgue measure zero. Construction Suppose \hat_n is a "common" estimator for some parameter \theta: it is consistent, and converges to some asymptotic distribution L_\theta (usually this is a normal distribution with mean zero and variance which may depend on \theta) at the \sqrt-rate: : \sqrt(\hat\theta_n - \theta)\ \xrightarrow\ L_\theta\ . Then the Hodges' estimator \hat_n^H is defined as : \hat\theta_n^H = \begin\hat\theta_n, & \text , \hat\theta_n, ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Statistics
Statistics (from German: '' Statistik'', "description of a state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of data. In applying statistics to a scientific, industrial, or social problem, it is conventional to begin with a statistical population or a statistical model to be studied. Populations can be diverse groups of people or objects such as "all people living in a country" or "every atom composing a crystal". Statistics deals with every aspect of data, including the planning of data collection in terms of the design of surveys and experiments.Dodge, Y. (2006) ''The Oxford Dictionary of Statistical Terms'', Oxford University Press. When census data cannot be collected, statisticians collect data by developing specific experiment designs and survey samples. Representative sampling assures that inferences and conclusions can reasonably extend from the sample to the population as a whole. An ex ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Joseph Lawson Hodges Jr
Joseph is a common male given name, derived from the Hebrew Yosef (יוֹסֵף). "Joseph" is used, along with "Josef", mostly in English, French and partially German languages. This spelling is also found as a variant in the languages of the modern-day Nordic countries. In Portuguese and Spanish, the name is "José". In Arabic, including in the Quran, the name is spelled ''Yūsuf''. In Persian, the name is "Yousef". The name has enjoyed significant popularity in its many forms in numerous countries, and ''Joseph'' was one of the two names, along with ''Robert'', to have remained in the top 10 boys' names list in the US from 1925 to 1972. It is especially common in contemporary Israel, as either "Yossi" or "Yossef", and in Italy, where the name "Giuseppe" was the most common male name in the 20th century. In the first century CE, Joseph was the second most popular male name for Palestine Jews. In the Book of Genesis Joseph is Jacob's eleventh son and Rachel's first son, and ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Counterexample
A counterexample is any exception to a generalization. In logic a counterexample disproves the generalization, and does so rigorously in the fields of mathematics and philosophy. For example, the fact that "John Smith is not a lazy student" is a counterexample to the generalization “students are lazy”, and both a counterexample to, and disproof of, the universal quantification “all students are lazy.” In mathematics, the term "counterexample" is also used (by a slight abuse) to refer to examples which illustrate the necessity of the full hypothesis of a theorem. This is most often done by considering a case where a part of the hypothesis is not satisfied and the conclusion of the theorem does not hold. In mathematics In mathematics, counterexamples are often used to prove the boundaries of possible theorems. By using counterexamples to show that certain conjectures are false, mathematical researchers can then avoid going down blind alleys and learn to modify conjectur ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Estimator
In statistics, an estimator is a rule for calculating an estimate of a given quantity based on observed data: thus the rule (the estimator), the quantity of interest (the estimand) and its result (the estimate) are distinguished. For example, the sample mean is a commonly used estimator of the population mean. There are point and interval estimators. The point estimators yield single-valued results. This is in contrast to an interval estimator, where the result would be a range of plausible values. "Single value" does not necessarily mean "single number", but includes vector valued or function valued estimators. ''Estimation theory'' is concerned with the properties of estimators; that is, with defining properties that can be used to compare different estimators (different rules for creating estimates) for the same quantity, based on the same data. Such properties can be used to determine the best rules to use under given circumstances. However, in robust statistics, statistic ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Efficient Estimator
In statistics, efficiency is a measure of quality of an estimator, of an experimental design, or of a hypothesis testing procedure. Essentially, a more efficient estimator, needs fewer input data or observations than a less efficient one to achieve the Cramér–Rao bound. An ''efficient estimator'' is characterized by having the smallest possible variance, indicating that there is a small deviance between the estimated value and the "true" value in the L2 norm sense. The relative efficiency of two procedures is the ratio of their efficiencies, although often this concept is used where the comparison is made between a given procedure and a notional "best possible" procedure. The efficiencies and the relative efficiency of two procedures theoretically depend on the sample size available for the given procedure, but it is often possible to use the asymptotic relative efficiency (defined as the limit of the relative efficiencies as the sample size grows) as the principal com ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Regular Estimator
The term regular can mean normal or in accordance with rules. It may refer to: People * Moses Regular (born 1971), America football player Arts, entertainment, and media Music * "Regular" (Badfinger song) * Regular tunings of stringed instruments, tunings with equal intervals between the paired notes of successive open strings Other uses in arts, entertainment, and media * Regular character, a main character who appears more frequently and/or prominently than a recurring character * Regular division of the plane, a series of drawings by the Dutch artist M. C. Escher which began in 1936 * ''Regular Show'', an animated television sitcom * ''The Regular Guys'', a radio morning show Language * Regular inflection, the formation of derived forms such as plurals in ways that are typical for the language ** Regular verb * Regular script, the newest of the Chinese script styles Mathematics There are an extremely large number of unrelated notions of "regularity" in mathematics. A ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Lebesgue Measure
In measure theory, a branch of mathematics, the Lebesgue measure, named after French mathematician Henri Lebesgue, is the standard way of assigning a measure to subsets of ''n''-dimensional Euclidean space. For ''n'' = 1, 2, or 3, it coincides with the standard measure of length, area, or volume. In general, it is also called ''n''-dimensional volume, ''n''-volume, or simply volume. It is used throughout real analysis, in particular to define Lebesgue integration. Sets that can be assigned a Lebesgue measure are called Lebesgue-measurable; the measure of the Lebesgue-measurable set ''A'' is here denoted by ''λ''(''A''). Henri Lebesgue described this measure in the year 1901, followed the next year by his description of the Lebesgue integral. Both were published as part of his dissertation in 1902. Definition For any interval I = ,b/math>, or I = (a, b), in the set \mathbb of real numbers, let \ell(I)= b - a denote its length. For any subset E\subseteq\mathbb, the Lebesg ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Consistent Estimator
In statistics, a consistent estimator or asymptotically consistent estimator is an estimator—a rule for computing estimates of a parameter ''θ''0—having the property that as the number of data points used increases indefinitely, the resulting sequence of estimates converges in probability to ''θ''0. This means that the distributions of the estimates become more and more concentrated near the true value of the parameter being estimated, so that the probability of the estimator being arbitrarily close to ''θ''0 converges to one. In practice one constructs an estimator as a function of an available sample of size ''n'', and then imagines being able to keep collecting data and expanding the sample ''ad infinitum''. In this way one would obtain a sequence of estimates indexed by ''n'', and consistency is a property of what occurs as the sample size “grows to infinity”. If the sequence of estimates can be mathematically shown to converge in probability to the true value ' ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Asymptotic Distribution
In mathematics and statistics, an asymptotic distribution is a probability distribution that is in a sense the "limiting" distribution of a sequence of distributions. One of the main uses of the idea of an asymptotic distribution is in providing approximations to the cumulative distribution functions of statistical estimators. Definition A sequence of distributions corresponds to a sequence of random variables ''Zi'' for ''i'' = 1, 2, ..., I . In the simplest case, an asymptotic distribution exists if the probability distribution of ''Zi'' converges to a probability distribution (the asymptotic distribution) as ''i'' increases: see convergence in distribution. A special case of an asymptotic distribution is when the sequence of random variables is always zero or ''Zi'' = 0 as ''i'' approaches infinity. Here the asymptotic distribution is a degenerate distribution, corresponding to the value zero. However, the most usual sense in which the term asymptotic distribution is used ar ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Normal Distribution
In statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued random variable. The general form of its probability density function is : f(x) = \frac e^ The parameter \mu is the mean or expectation of the distribution (and also its median and mode), while the parameter \sigma is its standard deviation. The variance of the distribution is \sigma^2. A random variable with a Gaussian distribution is said to be normally distributed, and is called a normal deviate. Normal distributions are important in statistics and are often used in the natural and social sciences to represent real-valued random variables whose distributions are not known. Their importance is partly due to the central limit theorem. It states that, under some conditions, the average of many samples (observations) of a random variable with finite mean and variance is itself a random variable—whose distribution converges to a normal dist ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Hodges Estimator Risk Function
Hodges may refer to: People and fictional characters * Hodges (surname) Places * Hodges Drive, a main west–east road in Joondalup, north of Perth, Western Australia * Hodges Glacier, a small glacier one nautical mile west of Grytviken, South Georgia, Antarctica * Hodges Point, a rocky point six nautical miles east-northeast of Cape Northrop * Hodges, Jamaica, a small hamlet in Saint Elizabeth, Jamaica * Mount Hodges, a mountain on the Thatcher Peninsula, Antarctica United States * Hodges Township, Stevens County, Minnesota * Hodges, Alabama, a town in Franklin County, Alabama * Hodges, South Carolina, a town in Greenwood County, South Carolina * Hodges, West Virginia, an unincorporated community in Cabell County, West Virginia * Lake Hodges, a lake and reservoir located in Southern California Historic houses ;United States * Hodges House (Bismarck, Arkansas) * Hodges House (Carrollton, Illinois) * Hodges House (Taunton, Massachusetts) Other * , a ''Rudderow''-class destr ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Independent And Identically Distributed
In probability theory and statistics, a collection of random variables is independent and identically distributed if each random variable has the same probability distribution as the others and all are mutually independent. This property is usually abbreviated as ''i.i.d.'', ''iid'', or ''IID''. IID was first defined in statistics and finds application in different fields such as data mining and signal processing. Introduction In statistics, we commonly deal with random samples. A random sample can be thought of as a set of objects that are chosen randomly. Or, more formally, it’s “a sequence of independent, identically distributed (IID) random variables”. In other words, the terms ''random sample'' and ''IID'' are basically one and the same. In statistics, we usually say “random sample,” but in probability it’s more common to say “IID.” * Identically Distributed means that there are no overall trends–the distribution doesn’t fluctuate and all items in the ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
