Some Examples
In general it is difficult, often even impossible to determine the minimax estimator. Nonetheless, in many cases a minimax estimator has been determined.
Example 3, Bounded Normal Mean: When estimating the Mean of a Normal Vector, where it is known that . The Bayes estimator with respect to a prior which is uniformly distributed on the edge of the bounding sphere is known to be minimax whenever . The analytical expression for this estimator is
where, is the modified Bessel function of the first kind of order n.
Read more about this topic: Minimax Estimator
Famous quotes containing the word examples:
“In the examples that I here bring in of what I have [read], heard, done or said, I have refrained from daring to alter even the smallest and most indifferent circumstances. My conscience falsifies not an iota; for my knowledge I cannot answer.”
—Michel de Montaigne (1533–1592)
“Histories are more full of examples of the fidelity of dogs than of friends.”
—Alexander Pope (1688–1744)