ENGLISH

Pitman's measure of closeness

By Pranab K. Sen , Robert L. Mason , Jerome P. Keating

Book information

Publisher
Society for Industrial Mathematics
Year
1987
ISBN
9780898713084, 0898713080
Open Library ID
OL8271776M
Language
english
Format
DJVU
Filesize
2 MB (1700237 bytes)
Edition
SIAM
Pages
243\243
Library
Kolxo3
DPI
300
Time added
2009-07-20 03:45:11

Description

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.

Similar books