On the mean square error of maximum likelihood estimates of the distribution density of sufficient statistics of the multivariate normal distribution

1995 ◽  
Vol 75 (1) ◽  
pp. 1378-1382
Author(s):  
R. A. Abusev
Keyword(s):  
Maximum Likelihood ◽  
Normal Distribution ◽  
Mean Square Error ◽  
Multivariate Normal Distribution ◽  
Distribution Density ◽  
Maximum Likelihood Estimates ◽  
Mean Square ◽  
Multivariate Normal ◽  
Sufficient Statistics ◽  
The Mean

Limit tolerances for sums of measurement errors

2018 ◽  
Vol 934 (4) ◽  
pp. 59-62
Author(s):  
V.I. Salnikov
Keyword(s):  
Normal Distribution ◽  
Mean Square Error ◽  
Gaussian Distribution ◽  
Measurement Errors ◽  
Theory And Practice ◽  
Mean Square ◽  
The Mean ◽  
Limiting Values ◽  
Limiting Value

The question of calculating the limiting values of residuals in geodesic constructions is considered in the case when the limiting value for measurement errors is assumed equal to 3m, ie ∆рred = 3m, where m is the mean square error of the measurement. Larger errors are rejected. At present, the limiting value for the residual is calculated by the formula 3m√n, where n is the number of measurements. The article draws attention to two contradictions between theory and practice arising from the use of this formula. First, the formula is derived from the classical law of the normal Gaussian distribution, and it is applied to the truncated law of the normal distribution. And, secondly, as shown in [1], when ∆рred = 2m, the sums of errors naturally take the value equal to ?pred, after which the number of errors in the sum starts anew. This article establishes its validity for ∆рred = 3m. A table of comparative values of the tolerances valid and recommended for more stringent ones is given. The article gives a graph of applied and recommended tolerances for ∆рred = 3m.

scholarly journals Best estimation for the Reliability of 2-parameter Weibull Distribution

2009 ◽  
Vol 6 (4) ◽  
pp. 705-710
Author(s):  
Baghdad Science Journal
Keyword(s):  
Maximum Likelihood ◽  
Weibull Distribution ◽  
Mean Square Error ◽  
Maximum Likelihood Method ◽  
Likelihood Method ◽  
Statistical Criterion ◽  
Mean Square ◽  
Simulation Process ◽  
The Mean ◽  
Two Parameter

This Research Tries To Investigate The Problem Of Estimating The Reliability Of Two Parameter Weibull Distribution,By Using Maximum Likelihood Method, And White Method. The Comparison Is done Through Simulation Process Depending On Three Choices Of Models (?=0.8 , ß=0.9) , (?=1.2 , ß=1.5) and (?=2.5 , ß=2). And Sample Size n=10 , 70, 150 We Use the Statistical Criterion Based On the Mean Square Error (MSE) For Comparison Amongst The Methods.

Estimators which are Uniformly Better than the James-Stein Estimator

1997 ◽  
Vol 47 (3-4) ◽  
pp. 167-180 ◽  
Author(s):  
Nabendu Pal ◽  
Jyh-Jiuan Lin
Keyword(s):  
Maximum Likelihood ◽  
Normal Distribution ◽  
Maximum Likelihood Estimator ◽  
Multivariate Normal Distribution ◽  
Multivariate Normal ◽  
Likelihood Estimator ◽  
Mean Estimation ◽  
Stein Estimator ◽  
Mean Vector ◽  
Better Than

Assume i.i.d. observations are available from a p-dimensional multivariate normal distribution with an unknown mean vector μ and an unknown p .d. diaper- . sion matrix ∑. Here we address the problem of mean estimation in a decision theoretic setup. It is well known that the unbiased as well as the maximum likelihood estimator of μ is inadmissible when p ≤ 3 and is dominated by the famous James-Stein estimator (JSE). There are a few estimators which are better than the JSE reported in the literature, but in this paper we derive wide classes of estimators uniformly better than the JSE. We use some of these estimators for further risk study.

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