Timeline for How to get the estimator?
Current License: CC BY-SA 4.0
11 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jul 15, 2022 at 3:51 | comment | added | Iosif Pinelis | @Hermi : I will. | |
| Jul 15, 2022 at 1:14 | comment | added | Iosif Pinelis | @Hermi : In general, whatever metric $d$ is used for $W(\pi)$, the same metric will be used for $W(\hat\pi)$. | |
| Jul 14, 2022 at 18:08 | comment | added | Iosif Pinelis | @Hermi : $|\cdot|$ is the same as in your post, where apparently $d(x,y)=|x-y|$, with $|\cdot|$ apparently denoting the absolute value. | |
| Jul 14, 2022 at 15:24 | vote | accept | Hermi | ||
| Jul 14, 2022 at 14:23 | comment | added | Iosif Pinelis | @Hermi : I am glad that the answer is clear now. As for a plug-in estimator of $D(\pi)$, indeed you had the right idea in your "new edition", to start with a slightly different expression for $D(\pi)$. This idea is now implemented in the answer. If you have no other questions about this answer, can we wrap it up in accordance with the guidelines at mathoverflow.net/help/accepted-answer and mathoverflow.net/help/someone-answers ? | |
| Jul 14, 2022 at 14:22 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
deleted 418 characters in body
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| Jul 14, 2022 at 13:45 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
added 226 characters in body
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| Jul 14, 2022 at 7:07 | comment | added | Steve | I am confused at the form of $D(\hat\pi)$ at the end. Since $\hat\pi$ does not depend on $Y_{N+1}, ...$ how can $D(\hat\pi)$ depend on it? | |
| Jul 13, 2022 at 15:14 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
added 1186 characters in body
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| Jul 13, 2022 at 15:13 | comment | added | Iosif Pinelis | @Hermi : (i) Yes, the measure $\hat\pi_G$ defined in my answer is an estimator of the measure $\pi_G$ defined in your post. (ii) Your second comment is incorrect. I have now added details on this. (iii) In your Q3, I don't know what you mean by $\hat\pi_x$. I have now added details on this as well. (iv) I don't know where you got the first formula in your latest comment from. Details on this are also added. If you have further comments, please review them carefully before making them. | |
| Jul 10, 2022 at 16:08 | history | answered | Iosif Pinelis | CC BY-SA 4.0 |