Expansions of the coverage probabilities of prediction region based on a shrinkage estimator

Statistics ◽  
2004 ◽  
Vol 38 (5) ◽  
pp. 381-390 ◽  
Author(s):  
Yuji Sakamoto ◽  
Yoshikazu Takada ◽  
Nakahiro Yoshida
Keyword(s):  
Shrinkage Estimator ◽  
Coverage Probabilities ◽  
Prediction Region

Regression tools for CO2inversions: application of a shrinkage estimator to process attribution

Tellus B ◽  
2006 ◽  
Vol 58 (4) ◽  
Author(s):  
Benjamin A. Shaby ◽  
Christopher B. Field
Keyword(s):  
Shrinkage Estimator

Enhanced Spectrum Sensing Algorithm Based on MME Detection and OAS Shrinkage Estimator

2019 ◽  
Vol 10 (1) ◽  
pp. 83-97
Author(s):  
Amoon Khalil ◽  
Mohiedin Wainakh
Keyword(s):  
Cognitive Radio ◽  
Covariance Matrix ◽  
Spectrum Sensing ◽  
Detection Probability ◽  
Detection Performance ◽  
Shrinkage Estimator ◽  
Detection Window ◽  
Simulation Results

Spectrum Sensing is one of the major steps in Cognitive Radio. There are many methods to conduct Spectrum Sensing. Each method has different detection performances. In this article, the authors propose a modification of one of these methods based on MME algorithm and OAS estimator. In MME&OAS method, in each detection window, OAS estimates the covariance matrix of the signal then the MME algorithm detects the signal on the estimated matrix. In the proposed algorithm, authors assumed that there is correlation between two consecutive decisions, so authors suggest the OAS estimator depending on the last detection decision, and then detect the signal using MME algorithm. Simulation results showed enhancement in detection performance (about 2dB when detection probability is 0.9. compared to MME&OAS method).

scholarly journals A Distribution for Instantaneous Failures

Stats ◽  
2019 ◽  
Vol 2 (2) ◽  
pp. 247-258 ◽  
Author(s):  
Pedro L. Ramos ◽  
Francisco Louzada
Keyword(s):  
Residual Life ◽  
Likelihood Estimation ◽  
Estimation Methods ◽  
Mean Residual Life ◽  
Parameter Distribution ◽  
Coverage Probabilities ◽  
Instantaneous Failures ◽  
The Relationship ◽  
Mean Variance ◽  
New Distribution

A new one-parameter distribution is proposed in this paper. The new distribution allows for the occurrence of instantaneous failures (inliers) that are natural in many areas. Closed-form expressions are obtained for the moments, mean, variance, a coefficient of variation, skewness, kurtosis, and mean residual life. The relationship between the new distribution with the exponential and Lindley distributions is presented. The new distribution can be viewed as a combination of a reparametrized version of the Zakerzadeh and Dolati distribution with a particular case of the gamma model and the occurrence of zero value. The parameter estimation is discussed under the method of moments and the maximum likelihood estimation. A simulation study is performed to verify the efficiency of both estimation methods by computing the bias, mean squared errors, and coverage probabilities. The superiority of the proposed distribution and some of its concurrent distributions are tested by analyzing four real lifetime datasets.

Bounds for coverage probabilities with applications to sequential coverage problems

1974 ◽  
Vol 11 (02) ◽  
pp. 281-293 ◽  
Author(s):  
Peter J. Cooke
Keyword(s):  
Asymptotic Behaviour ◽  
Stopping Rules ◽  
Geometrical Probability ◽  
Coverage Probabilities ◽  
Coverage Problems

This paper discusses general bounds for coverage probabilities and moments of stopping rules for sequential coverage problems in geometrical probability. An approach to the study of the asymptotic behaviour of these moments is also presented.

scholarly journals On double stage minimax-shrinkage estimator for generalized Rayleigh model

2016 ◽  
Vol 5 (1) ◽  
pp. 39 ◽  
Author(s):  
Abbas Najim Salman ◽  
Maymona Ameen
Keyword(s):  
Sample Size ◽  
Shape Parameter ◽  
Mean Squared Error ◽  
Scale Parameter ◽  
Rayleigh Distribution ◽  
Shrinkage Estimator ◽  
Squared Error ◽  
Expected Sample Size ◽  
Generalized Rayleigh Distribution ◽  
The Mean

<p>This paper is concerned with minimax shrinkage estimator using double stage shrinkage technique for lowering the mean squared error, intended for estimate the shape parameter (a) of Generalized Rayleigh distribution in a region (R) around available prior knowledge (a<sub>0</sub>) about the actual value (a) as initial estimate in case when the scale parameter (l) is known .</p><p>In situation where the experimentations are time consuming or very costly, a double stage procedure can be used to reduce the expected sample size needed to obtain the estimator.</p><p>The proposed estimator is shown to have smaller mean squared error for certain choice of the shrinkage weight factor y(<strong>×</strong>) and suitable region R.</p><p>Expressions for Bias, Mean squared error (MSE), Expected sample size [E (n/a, R)], Expected sample size proportion [E(n/a,R)/n], probability for avoiding the second sample and percentage of overall sample saved  for the proposed estimator are derived.</p><p>Numerical results and conclusions for the expressions mentioned above were displayed when the consider estimator are testimator of level of significanceD.</p><p>Comparisons with the minimax estimator and with the most recent studies were made to shown the effectiveness of the proposed estimator.</p>

scholarly journals Coverage versus Confidence

2021 ◽  
Vol 23 ◽  
Author(s):  
Peyton Cook
Keyword(s):  
Confidence Interval ◽  
Confidence Intervals ◽  
Negative Binomial Distribution ◽  
Binomial Distribution ◽  
Coverage Probability ◽  
Negative Binomial ◽  
Asymptotic Confidence Interval ◽  
Population Proportion ◽  
Coverage Probabilities ◽  
The Mean

This article is intended to help students understand the concept of a coverage probability involving confidence intervals. Mathematica is used as a language for describing an algorithm to compute the coverage probability for a simple confidence interval based on the binomial distribution. Then, higher-level functions are used to compute probabilities of expressions in order to obtain coverage probabilities. Several examples are presented: two confidence intervals for a population proportion based on the binomial distribution, an asymptotic confidence interval for the mean of the Poisson distribution, and an asymptotic confidence interval for a population proportion based on the negative binomial distribution.

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