Scalar-Valued Score Functions and their use in Parametric Estimation

0566532 - ÚI 2023 CZ eng V - Výzkumná zpráva
Fabián, Zdeněk
Scalar-Valued Score Functions and their use in Parametric Estimation.
Prague: ICS CAS, 2022. 21 s. Technical Report, V-1291.
Institucionální podpora: RVO:67985807
Klíčová slova: core random variable * score mean * score variance * score distance * score correlation

In the paper we describe and explain a new direction in probabilistic and statistical reasoning, the approach based on scalar-valued score functions of continuous random variables. We show basic properties of score functions of standard distributions, generalize the approach for parametric families and show how to use them for solutions of problems of parametric statistics.
Trvalý link: https://hdl.handle.net/11104/0337861