Bayes estimator
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Bayes estimator — In decision theory and estimation theory, a Bayes estimator is an estimator or decision rule that maximizes the posterior expected value of a utility function or minimizes the posterior expected value of a loss function (also called posterior… … Wikipedia
Bayes — may refer to:*Thomas Bayes (1702 1761), British mathematician, statistician and religious leader:*Bayesian probability:*Bayes theorem, a result in probability theory:*A Bayes estimator is a statistical estimator that minimizes the average risk.… … Wikipedia
Bayes linear — is a subjectivist statistical methodology and framework. Traditional subjective Bayesian analysis is based upon fully specified probability distributions, which are very difficult to specify at the necessary level of detail. Bayes linear attempts … Wikipedia
Minimax estimator — In statistical decision theory, where we are faced with the problem of estimating a deterministic parameter (vector) from observations an estimator (estimation rule) is called minimax if its maximal risk is minimal among all estimators of . In a… … Wikipedia
Minimum-variance unbiased estimator — In statistics a uniformly minimum variance unbiased estimator or minimum variance unbiased estimator (UMVUE or MVUE) is an unbiased estimator that has lower variance than any other unbiased estimator for all possible values of the parameter. The… … Wikipedia
Empirical Bayes method — In statistics, empirical Bayes methods are a class of methods which use empirical data to evaluate / approximate the conditional probability distributions that arise from Bayes theorem. These methods allow one to estimate quantities… … Wikipedia
Kaplan–Meier estimator — The Kaplan–Meier estimator,[1][2] also known as the product limit estimator, is an estimator for estimating the survival function from life time data. In medical research, it is often used to measure the fraction of patients living for a certain… … Wikipedia
List of statistics topics — Please add any Wikipedia articles related to statistics that are not already on this list.The Related changes link in the margin of this page (below search) leads to a list of the most recent changes to the articles listed below. To see the most… … Wikipedia
Maximum a posteriori estimation — In Bayesian statistics, a maximum a posteriori probability (MAP) estimate is a mode of the posterior distribution. The MAP can be used to obtain a point estimate of an unobserved quantity on the basis of empirical data. It is closely related to… … Wikipedia
Outline of statistics — The following outline is provided as an overview and guide to the variety of topics included within the subject of statistics: Statistics pertains to the collection, analysis, interpretation, and presentation of data. It is applicable to a wide… … Wikipedia
Estimation theory — is a branch of statistics and signal processing that deals with estimating the values of parameters based on measured/empirical data. The parameters describe an underlying physical setting in such a way that the value of the parameters affects… … Wikipedia
