Minimax estimation of a probability of success under LINEX loss.

Alicja Jokiel-Rokita Ryszard Magiera

Published in: Stat. Comput. (2007)

Keyphrases

evaluation function
expected loss
probability distribution
probability density
accurate estimation
database
real time
information retrieval
bayesian networks
search algorithm
parameter estimation
density estimation
probability theory
estimation process
alpha beta
return on investment