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
2020 ◽  
Vol 13 (4) ◽  
pp. 519-531
Author(s):  
Jiandong Shi ◽  
Tiejun Tong ◽  
Yuedong Wang ◽  
Marc G. Genton

2021 ◽  
Vol 20 ◽  
pp. 79-95
Author(s):  
Hilmi Kittani ◽  
Mohammad Alaesa ◽  
Gharib Gharib

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.


2020 ◽  
Vol 52 (4) ◽  
pp. 1224-1248
Author(s):  
Svante Janson

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.


1998 ◽  
Vol 52 (2) ◽  
pp. 133 ◽  
Author(s):  
Barry C. Arnold ◽  
Robert M. Shavelle

1998 ◽  
Vol 52 (2) ◽  
pp. 133-140 ◽  
Author(s):  
Barry C. Arnold ◽  
Robert M. Shavelle

2018 ◽  
Vol 934 (4) ◽  
pp. 59-62
Author(s):  
V.I. Salnikov

The question of calculating the limiting values of residuals in geodesic constructions is considered in the case when the limiting value for measurement errors is assumed equal to 3m, ie ∆рred = 3m, where m is the mean square error of the measurement. Larger errors are rejected. At present, the limiting value for the residual is calculated by the formula 3m√n, where n is the number of measurements. The article draws attention to two contradictions between theory and practice arising from the use of this formula. First, the formula is derived from the classical law of the normal Gaussian distribution, and it is applied to the truncated law of the normal distribution. And, secondly, as shown in [1], when ∆рred = 2m, the sums of errors naturally take the value equal to ?pred, after which the number of errors in the sum starts anew. This article establishes its validity for ∆рred = 3m. A table of comparative values of the tolerances valid and recommended for more stringent ones is given. The article gives a graph of applied and recommended tolerances for ∆рred = 3m.


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