Počet záznamů: 1
On Supra-Bayesian weighted combination of available data determined by Kerridge inaccuracy ane entropy
- 1.0393989 - ÚTIA 2014 RIV BG eng J - Článek v odborném periodiku
Sečkárová, Vladimíra
On Supra-Bayesian weighted combination of available data determined by Kerridge inaccuracy ane entropy.
Pliska Studia Mathematica Bulgarica. Roč. 22, č. 1 (2013), s. 159-168. ISSN 0204-9805
Grant CEP: GA ČR GA13-13502S
Grant ostatní: GA MŠk(CZ) SVV-265315
Institucionální podpora: RVO:67985556
Klíčová slova: Kerridge inaccuracy * maximum entropy principle * parameter estimation
Kód oboru RIV: BD - Teorie informace
http://library.utia.cas.cz/separaty/2013/AS/seckarova-on supra-bayesian weighted combination of available data determined by kerridge inaccuracy ane entropy.pdf
Every process in our environment can be described with a statistical model containing inner properties expressed by parameters. These are usually unknown and the determination of their values is of interest in the statistical branch called parameter estimation. This branch involves many methods solving different estimation cases, e.g. the estimation of location and scale parameters. To obtain the parameter estimate we exploit the data given by data sources. In particular, the estimate is their combination. Improvement of the parameter estimates involve the assignment of the weights to the data sources resulting in a weighted combination of data. In this paper we focus on the derivation of the weights arisen within the Supra-Bayesian approach and on the simulation study of their behaviour and the behaviour of the final estimate.
Trvalý link: http://hdl.handle.net/11104/0222589
Počet záznamů: 1