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On Risks of Estimates Based on Random-Size Samples
Moscow University Computational Mathematics and Cybernetics Pub Date : 2020-05-21 , DOI: 10.3103/s0278641920010045 V. E. Bening
中文翻译:
基于随机样本的估计风险
更新日期:2020-05-21
Moscow University Computational Mathematics and Cybernetics Pub Date : 2020-05-21 , DOI: 10.3103/s0278641920010045 V. E. Bening
Abstract
An asymptotical approach to the statistical estimation problem is considered under the assumption that the number of observations is a random variable. This leads to distributions with heavy tails and changes in the efficiency of the normally used statistical procedures. Statistical estimates based on random-size and nonrandom-size samples are asymptotically compared against one another. The concept of asymptotic deficiency (the number of additional observations needed for a given estimate to achieve the same quality as the optimum estimate) is used to do so. Asymptotic expansions are also obtained for the risk functions of estimates based on random-size samples.中文翻译:
基于随机样本的估计风险