Beruflich Dokumente
Kultur Dokumente
Sampling Distribution
& %
the computer.
Computer Simulation
Pseudo Code
for b = 1 to B
data = generate(f, size=n)
theta[b] = estimate(data)
end for
histogram(theta[1:B])
& %
why one particular formula is better than others.
James-Stein Estimator
2
b(js) (n − 3)σ
P
θi = X̄ + 1 − n 2
(Xi − X̄)
i=1 (X i − X̄)
& %
ActSc 613 | Lecture 14 © 2015-17 by M. Zhu, PhD 3 of 3