Estimation of statistical parameters by grouped variational series.

by    Z. Burinska

Preprint series: 06-21, Analysis

The paper is published: Jenaer Schriften zur Mathematik und Informatik, Math/Inf/16/06, Universität Jena, Germany, 2006.

MSC:
60G35 Applications (signal detection, filtering, etc.) [See also 62M20, 93E10, 93E11, 94Axx]

Abstract: The algorithm to construct the estimates of statistical parameters of the random variables on the base of the order statistics as over the non-grouped variational series, so as over the grouped variational series is introduced. The properties of the estimates are studied, their quality is compared. It is shown, that the estimates constructed over the grouped variational series are more efficient than their counterparts known before. The results have found useful applications in the problems connected with complex stochastic processes analysis and forecasting their development.

Keywords: data processing, sociological surveys

Upload: 2006-11-16

Update: 2006 -11 -16


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