Download PDF by Tadeusz Bromek, Elzbieta Pleszczynska: Statistical Inference: Theory and Practice

By Tadeusz Bromek, Elzbieta Pleszczynska

ISBN-10: 9400905750

ISBN-13: 9789400905757

ISBN-10: 9401067465

ISBN-13: 9789401067461

Use and misuse of records looks the signum temporis of earlier many years. yet these days this custom turns out slowly to be donning away, and customary feel and accountability recapturing their place. it truly is our rivalry that bit by bit information may still go back to its place to begin, i.e., to formalizing and studying empirical phenomena. This calls for the reevalu­ ation of many traditions and the rejection of many myths. we are hoping that our ebook could move a way in the direction of this objective. We exhibit the pointy clash among what's wanted and what's possible. additionally, we express how slim are the hyperlinks among conception and perform in statistical inference, hyperlinks that are occasionally not more than mutual thought. partly One we current the consecutive levels of formalization of statistical difficulties, i.e., the outline of the scan, the presentation of the purpose of the research, and of the limitations placed upon the choice principles. We pressure the truth that at each one of those levels there's room for arbitrariness. We turn out that the hyperlinks among the genuine challenge and its formal counterpart are usually so susceptible that the answer of the formal challenge could have no rational interpretation on the functional point. We provide a large amount of inspiration to the relief of statistical problems.

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Extra info for Statistical Inference: Theory and Practice

Example text

3. STANDARD CLASSES OF STATISTICAL PROBLEMS parameter assuming natural values. 2, ... , where Pk is the product of n uniform distributions on [-k, k]. We want to test the hypothesis that k :E;; K for a certain fixed number K. Consequently, Ipk takes on two values, say 0 for k :E;; K and 1 for k > K, so that I = {O, I}. Further, let D be equal to 1. We define, for an arbitrary but fixed natural number a, two decision rules: ~,«x" ... s a, «x" ... , X,), (I}) if if if min(xl, ... , xn) > -a, min (Xl , ...

Oo'(Y). Now we apply the factorization criterion to any two-element family {PI' P 2} of distributions with positive densities Pt , P2 with respect to a given measure. 6) Pt(w) , is a sufficient statistic since Pt(w) = f(i, h(w))k(w) , where f(i, x) = {: if if 1, i = i = 2, k(w) = Pt(w). 4. 8) j ). 5g which is measurable with respect to g. 9) Indeed, if we denote by PI the conditional distribution of T under the condition geT) = t, then by the sufficiency of statistic g, this distribution is the same for all distributions PT-I.

In examples (ii), (iii), (iv) we consider objects randomly chosen from a certain population and described by a pair of real-valued features. The realizations are of the form ru = (x,y). (ii) We observe the values of the first feature: T(ru) = x. (iii) We observe the minimum of the values of both features: T(ru) = min(x, y). (iv) We observe the minimum of the value of both features, knowing moreover which of the features takes the smaller value T(ru) = (min(x,y), e), where if if x> y, x:::; y. 1) 1.

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Statistical Inference: Theory and Practice by Tadeusz Bromek, Elzbieta Pleszczynska


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