Pitman's Measure of Closeness by Jerome P. Keating
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Pitman's Measure of Closeness
By Jerome P. Keating

Pitman's Measure of Closeness

A Comparison of Statistical Estimators

By (author) See other recent books by Jerome P. Keating See other recent books by Robert L. Mason See other recent books by Pranab Kumar Sen
Format: Paperback

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Pitman's Measure of Closeness by Jerome P. Keating

Book Description

Pitman's Measure of Closeness (PMC) is simply an idea whose time has come. Certainly there are many different ways to estimate unknown parameters, but which method should you use? Posed as an alternative to the concept of mean-squared-error, PMC is based on the probabilities of the closeness of competing estimators to an unknown parameter. Renewed interest in PMC over the last 20 years has motivated the authors to produce this book, which explores this method of comparison and its usefulness. Written with research oriented statisticians and mathematicians in mind, but also considering the needs of graduate students in statistics courses, this book provides a thorough introduction to the methods and known results associated with PMC. Following a foreword by C .R. Rao, the first three chapters focus on basic concepts, history, controversy, paradoxes and examples associated with the PMC criterion.

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Book Details

ISBN: 9780898713084
ISBN-10: 0898713080
Format: Paperback
(228mm x 152mm x 14mm)
Pages: 242
Imprint: Society for Industrial & Applied Mathematics,U.S.
Publisher: Society for Industrial & Applied Mathematics,U.S.
Publish Date: 1-Jan-1987
Country of Publication: United States

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