Running mean of a vectorEike Luedeling
(redirected from Mean vector)Also found in: Thesaurus, Medical, Legal, Financial, Encyclopedia. mean intend: What do you mean?; signify, indicate, imply; malicious: a mean bully Not to be confused with: mien –a person’s look or bearing: a woman of regal mien Abused, Confused, & ...
A two-stage estimate for the mean vector of a multivariate distribution is proposed for the situation in which the prior knowledge about the mean vector can be expressed in the form of an initial estimate. The proposed estimate is compared with the sample mean based on a single sample of equ...
Estimation of the mean vector of a multivariate normal distribution: subspace hypothesis This paper considers the estimation of the mean vector θ of a p-variate normal distribution with unknown covariance matrix Σ when it is suspected that fo... MS Srivastava,AKME Saleh - 《Journal of Multivaria...
The mean vector of a multivariate normal distribution is to be estimated. A class Γ of priors is considered which consists of all priors whose vector of first moments and matrix of second moments satisfy some given restrictions. The Γ-minimax estimator under arbitrary squared error loss is char...
Confidence intervals for the length of a vector mean 来自 Taylor & Francis 喜欢 0 阅读量: 17 作者: Christopher S. Withers,Saralees Nadarajah 摘要: Suppose we have a random sample of size n from a multivariate distribution with finite moments, for which a parametric form is not available. ...
This paper considers the problems of estimating a mean vector [mu] under constraint [mu]'[Sigma]-1[mu] = 1 or [Sigma]-1/2[mu] = c and derives the best equivariant estimators under the loss (a - [mu])' [Sigma]-1(a - [mu]), which dominate the MLE's uniformly. The results ...
Assume that x has a fnite mean vector µ and a fnite covariance matrix Σ, and A is an n * n constant matrix.Prove that.E (x'Ax) = tr(AΣ) + µ'A µ. 1个回答 人间人主人 优质答主 应答时长 关注 展开全部 摘要 # 亲亲,我来回答您 首先,根据定义,x'Ax是一个标量,...
The problem of hypothesis testing concerning the mean vector for high dimensional data has been investigated by many authors. They have proposed several test criteria and obtained their asymptotic distributions, under somewhat restrictive conditions, when both the sample size and the dimension tend to ...
Mean shift algorithm is a statistics iterative algorithm which is widely used, its increment (namely mean shift vector) of iterative point in each iteration step changes adaptively. This paper presents an extensional mean shift vector, and proves convergence of mean shift algorithm which using the ...