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 Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences

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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

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