Bounds on variances of estimators for multinomial processing tree models
β Scribed by Pierre Baldi; William H. Batchelder
- Publisher
- Elsevier Science
- Year
- 2003
- Tongue
- English
- Weight
- 123 KB
- Volume
- 47
- Category
- Article
- ISSN
- 0022-2496
No coin nor oath required. For personal study only.
β¦ Synopsis
When there are order constraints among the parameters of a binary, multinomial processing tree (MPT) model, methods have been developed for reparameterizing the constrained MPT into an equivalent unconstrained MPT. This note provides a theorem that is useful in computing bounds on the estimator variances for the parameters of the constrained model in terms of estimator variances of the parameters of the unconstrained model. In particular, we show that if X and Y are random variables taking values in Β½0; 1; then VarΒ½XY p2Γ°VarΒ½X ΓΎ VarΒ½Y Γ:
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