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Pitman's Measure of Closeness
Jerome P. Keating
Robert L. Mason
Pranab K. Sen
其他書名
A Comparison of Statistical Estimators
出版
SIAM
, 1993-01-01
主題
Mathematics / General
Mathematics / Probability & Statistics / General
ISBN
0898713080
9780898713084
URL
http://books.google.com.hk/books?id=eOkDyBXqKpYC&hl=&source=gbs_api
EBook
SAMPLE
註釋
Pitman's 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.