scholarly journals Estimating the mean and variance of a high-dimensional normal distribution using a mixture prior

2019 ◽  
Vol 138 ◽  
pp. 201-221
Author(s):  
Shyamalendu Sinha ◽  
Jeffrey D. Hart
Keyword(s):  
Normal Distribution ◽  
High Dimensional ◽  
Mixture Prior ◽  
Mean And Variance ◽  
The Mean

Applications of Sequentially Estimating the Mean in a Normal Distribution Having Equal Mean and Variance

2004 ◽  
Vol 23 (4) ◽  
pp. 625-665 ◽  
Author(s):  
Nitis Mukhopadhyay ◽  
Greg Cicconetti
Keyword(s):  
Normal Distribution ◽  
Mean And Variance ◽  
The Mean

scholarly journals Estimating the mean and variance from the five-number summary of a log-normal distribution

2020 ◽  
Vol 13 (4) ◽  
pp. 519-531
Author(s):  
Jiandong Shi ◽  
Tiejun Tong ◽  
Yuedong Wang ◽  
Marc G. Genton
Keyword(s):  
Normal Distribution ◽  
Mean And Variance ◽  
The Mean ◽  
Log Normal ◽  
Log Normal Distribution

Comparison among Some Methods for Estimating the Parameters of Truncated Normal Distribution

2021 ◽  
Vol 20 ◽  
pp. 79-95
Author(s):  
Hilmi Kittani ◽  
Mohammad Alaesa ◽  
Gharib Gharib
Keyword(s):  
Normal Distribution ◽  
Moment Method ◽  
Truncated Normal Distribution ◽  
Moment Methods ◽  
Distribution Parameters ◽  
Mean And Variance ◽  
Truncated Normal ◽  
The Mean ◽  
Censored Sampling ◽  
Mean Square Errors

The aim of this study is to investigate the effect of different truncation combinations on the estimation of the normal distribution parameters. In addition, is to study methods used to estimate these parameters, including MLE, moments, and L-moment methods. On the other hand, the study discusses methods to estimate the mean and variance of the truncated normal distribution, which includes sampling from normal distribution, sampling from truncated normal distribution and censored sampling from normal distribution. We compare these methods based on the mean square errors, and the amount of bias. It turns out that the MLE method is the best method to estimate the mean and variance in most cases and the L-moment method has a performance in some cases.

scholarly journals Mean and variance of balanced Pólya urns

2020 ◽  
Vol 52 (4) ◽  
pp. 1224-1248
Author(s):  
Svante Janson
Keyword(s):  
Normal Distribution ◽  
Covariance Matrix ◽  
Largest Eigenvalue ◽  
Asymptotically Normal ◽  
Pólya Urn ◽  
Polya Urn ◽  
Mean And Variance ◽  
The Mean ◽  
The Largest Eigenvalue

AbstractIt is well-known that in a small Pólya urn, i.e., an urn where the second largest real part of an eigenvalue is at most half the largest eigenvalue, the distribution of the numbers of balls of different colours in the urn is asymptotically normal under weak additional conditions. We consider the balanced case, and then give asymptotics of the mean and the covariance matrix, showing that after appropriate normalization, the mean and covariance matrix converge to the mean and covariance matrix of the limiting normal distribution.

Joint Confidence Sets for the Mean and Variance of a Normal Distribution

1998 ◽  
Vol 52 (2) ◽  
pp. 133 ◽  
Author(s):  
Barry C. Arnold ◽  
Robert M. Shavelle
Keyword(s):  
Normal Distribution ◽  
Confidence Sets ◽  
Mean And Variance ◽  
The Mean

Joint Confidence Sets for the Mean and Variance of a Normal Distribution

1998 ◽  
Vol 52 (2) ◽  
pp. 133-140 ◽  
Author(s):  
Barry C. Arnold ◽  
Robert M. Shavelle
Keyword(s):  
Normal Distribution ◽  
Confidence Sets ◽  
Mean And Variance ◽  
The Mean
Sign in / Sign up

Export Citation Format

Share Document