Optimal Linear Estimation of Bounds of Random Variables
β Scribed by Peter Cooke
- Book ID
- 124289075
- Publisher
- Oxford University Press
- Year
- 1980
- Tongue
- English
- Weight
- 273 KB
- Volume
- 67
- Category
- Article
- ISSN
- 0006-3444
- DOI
- 10.2307/2335350
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
This paper addresses two pattern-recognition problems in the context of random sets. For the ΓΏrst, the random set law is known and the task is to estimate the observed pattern from a feature set calculated from the observation. For the second, the law is unknown and we wish to estimate the parameter
We consider the problem of optimal stopping of a ΓΏnite sequence of dependent random variables. We explicitly determine the maximum of the stopping value within the FrΓ echet class of all multivariate distributions with given continuous marginals. We show that the maximum is attained for a shu e of m