Timeline for Best estimator for a 3 coin problem
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jan 3, 2017 at 20:32 | comment | added | Thomas Eberhard | The idea is that for small n the mean estimators for X/Y could be rather poor and one should restrain from using the information on Z to estimate Gamma. | |
| Jan 3, 2017 at 20:30 | comment | added | Thomas Eberhard | Also I am asking for the epected value, that is imagine that after I set up this decision rule for the estimator many many coins are tossed and I have to minize the absolute loss. | |
| Jan 3, 2017 at 20:23 | comment | added | Thomas Eberhard | This is very very important to me, if you have a hint for me please help me, it really is highly appreciated. | |
| Jan 3, 2017 at 20:21 | comment | added | Thomas Eberhard | Yes the idea is that i have the information of n Gamma and Z tosses and now I am left with only a Z toss and try to find the better estimator for the Gamma coin which I know is dependent on the Z coin. The idea is that if I have a lot of samples with the same value for Z I probably should take the respective X/Y mean but when I have little experience for the result of Z I might be better of with the mean of Gamma. | |
| Jan 3, 2017 at 20:15 | comment | added | user83457 | You flip a Z type coin n times to determine whether you sample from X or Y, and you know the results of those tosses, otherwise you couldn't decide if you are getting an X or Y. Then you flip the Z coin one more time and use I(Z = 1) as, sort of, an estimate of the P(Z=1) ? | |
| Jan 3, 2017 at 16:22 | comment | added | Thomas Eberhard | It's the same Z as in the first and second line. | |
| Jan 3, 2017 at 12:58 | comment | added | user83457 | I don't understand what the Z with no subscript is in the last equation | |
| Jan 1, 2017 at 9:58 | history | asked | Thomas Eberhard | CC BY-SA 3.0 |