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Estimation of the Mean Value for the Normal Distribution with Constraints on d-Risk© 2018, Pleiades Publishing, Ltd. We consider the problem of an estimation of the mean value
Estimation of mean value of a normal distribution with constraints on the relative error and d-risk of mean value estimation for a normal distribution with prior knowledge of its randomness and extreme
Sequential d-guaranteed estimate of the normal mean with bounded relative error on evaluation of the mean value of the normal distribution with prior information that this parameter
James-Stein confidence set: Equal area approach to the global approximation of coverage probability of squares of the means of p ≥ 3 normal distributions subject to confidence estimation. As numerical examples
Confidence sets based on the positive part James–Stein estimator with the asymptotically constant coverage probability depends on the non-centrality parameter τ2 (the sum of the squares of the means of normal
Estimating the Mean of Heavy-tailed Distribution under Random TruncationInspired by L.Peng’s work on estimating the mean of heavy-tailed distribution in the case
James-Stein confidence set: Equal area approach to the global approximation of coverage probability of squares of the means of p ≥ 3 normal distributions subject to confidence estimation. As numerical examples
Confidence sets based on the positive part James–Stein estimator with the asymptotically constant coverage probability depends on the non-centrality parameter τ2 (the sum of the squares of the means of normal
Asymptotic normality of kernel type density estimators for random fieldsKernel type density estimators are studied for random fields. It is proved that the estimators
Providing normal conditions of lubricating of diesel engine during its operation in the lubrication system are evaluated. Means of maintaining pressure in operation are proposed and estimated.
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