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Autor
Boratyńska Agata
Tytuł
Zasada minimaksu i procedury optymalne w statystycznych problemach decyzyjnych przy niepełnej informacji a priori
Minimax Principle and Optimal Procedures in Statistical Decision Problems with Incomplete Information a Priori.
Źródło
Monografie i Opracowania / Szkoła Główna Handlowa, 2008, nr 549, 173 s., rys., tab., bibliogr. s.161-173
Słowa kluczowe
Badania statystyczne, Wnioskowanie statystyczne, Analiza danych statystycznych, Rozkład cech statystycznych, Informacja statystyczna, Estymatory, Estymacja, Przegląd literatury
Statistical surveys, Inferential statistics, Statistical data analysis, Statistical feature distribution, Statistical information, Estimators, Estimation, Literature review
Abstrakt
Omówiono podstawowe pojęcia statystycznego problemu decyzyjnego. Przedstawiono klasy rozkładów a priori rozważane przy badaniu odporności modeli bayesowskich. Zaprezentowano wyniki dotyczące estymatorów i predyktorów minimaksowych i Γ-minimaksowych. Następnie omówiono estymatory i predyktory warunkowo Γ-minimaksowe i o Γ-minimaksowej utracie a posteriori jako procedury optymalne na zaburzeniu rozkładu a priori. Przedstawiono także zastosowanie powyższych metod w działalności ubezpieczeniowej (określenie wysokości składek ubezpieczeniowych na podstawie prognozowania liczby i wielkości roszczeń).

In this article basic concepts of statistical decision problems were discussed. Results concerning minimax and Γ-minimax estimators and predicates were presented. Also assessing of rates of premium on basis of claims forecasting. (KZ)
Dostępne w
Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka Szkoły Głównej Handlowej w Warszawie
Biblioteka Główna Uniwersytetu Ekonomicznego w Poznaniu
Biblioteka Główna Uniwersytetu Ekonomicznego we Wrocławiu
Bibliografia
Pokaż
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