Re: 有關minimax的文章涵意?

看板Statistics作者時間19年前 (2006/09/10 13:51), 編輯推噓0(000)
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※ 引述《winniewo》之銘言: 我換個方式問好了 > 『Bayes estimator provide a tool for solving minimax problems. 貝氏估計量提供了一個解決minimax問題的工具 > Thus Bayesian considerations are helpful > when choosing an optimal frequentist estimator. 這句話看不大懂,什麼是"optimal frequentist estimator" > Viewed in this light, there is a > synthesis of the two approaches. 由此觀點來看,就有一個兩種方法的"synthesis" 什麼是 synthesis of the two approches. > The Bayesian approach provides us with a mean of > constructing an estimator that has > optimal frequentist properties. 貝式方法提供了我們 "with a mean of comstrcting" 估計量擁有 "optimal frequentist" 性質. > This synthesis highlights important features > of both the Bayesian and frequentist > approaches. 這個"sythesis"突顯了貝式學與頻率學重要的特性 > The Bayesian paradigm is > well suited for the construction of > possibly optimal estimators, but is > less well suited for their evaluation. 這句的意思不太了解 (1)什麼是construction of possibly optimal estimator (2)什麼是their evalustion (3)為什麼貝式適合的是(1)而較不適合(2) > The frequentist oaradigm is complementary, > as it is well suited for risk evaluations, > but less well suited for construction. 這個問題也跟上面一樣...@@ > It is important to view these two > approaches and hence "Average risk > optimality" and "Minimaxity and admissibility" > as complementary rather than adversarial; > together they provide a rich set of tools > and techniques for the statisticaian. 這是個對於在看這兩個方法是重要的, 因此"平均風險最佳性"與"大中取小性和允許性" 為互補的,而不是相互比較的,這兩個都同時提供了 統計學者一個好的工具與方法. 這是在統計教本中講貝氏估計量與 大中取小估計量的一段文章,我不是學 這方面的東西,but考試要考啊~我也很想看懂 -- 夫兵者不祥之器物或惡之故有道者不處君子居則貴左用兵則貴右兵者不祥之器非君子 之器不得已而用之恬淡為上勝而不美而美之者是樂殺人夫樂殺人者則不可得志於天下 矣吉事尚左凶事尚右偏將軍居左上將軍居右言以喪禮處之殺人之眾以哀悲泣之戰勝以 喪禮處之道常無名樸雖小天下莫能臣侯王若能守之萬物將自賓天地相合以降甘露民莫 之令而自均始制有名名亦既有夫亦將知止知 220-133-64-250.HINET-IP.hinet.net
文章代碼(AID): #150wVO00 (Statistics)
文章代碼(AID): #150wVO00 (Statistics)