Geodesic
Minimax mutual prediction of multinomial random variables
Stanisław Trybuła1
1 Institute of Mathematics Technical University of Wrocław 50-370 Wrocław, Poland
Applicationes Mathematicae, Tome 30 (2003) no. 4, pp. 371-377.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

The problem of minimax mutual prediction is considered for multinomial random variables with the loss function being a linear combination of quadratic losses connected with prediction of particular variables. The basic parameter of the minimax mutual predictor is determined by numerical solution of some equation.
DOI : 10.4064/am30-4-1
Keywords: problem minimax mutual prediction considered multinomial random variables loss function being linear combination quadratic losses connected prediction particular variables basic parameter minimax mutual predictor determined numerical solution equation

Stanisław Trybuła 1

1 Institute of Mathematics Technical University of Wrocław 50-370 Wrocław, Poland 
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Stanisław Trybuła. Minimax mutual prediction of multinomial
 random variables. Applicationes Mathematicae, Tome 30 (2003) no. 4, pp. 371-377. doi : 10.4064/am30-4-1. http://geodesic.mathdoc.fr/articles/10.4064/am30-4-1/

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