Journal ArticleDOI
Goodness of prediction fit
TLDR
In this paper, two widely used methods, one replacing the unknown parameter by an efficient estimate and so termed estimative and the other using a mixture of the possible density functions and commonly termed predictive, are compared.Abstract:
SUMMARY Fitting a parametric model or estimating a parametric density function plays an important role in a number of statistical applications. Two widely-used methods, one replacing the unknown parameter by an efficient estimate and so termed estimative and the other using a mixture of the possible density functions and commonly termed predictive, are compared. On a general criterion of closeness of fit based on a discriminating information measure the predictive method is shown to be preferable. Explicit measures of the relative closeness of predictive and estimative fits are obtained for gamma and multinormal models.read more
Citations
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Journal ArticleDOI
A Predictive Approach to Model Selection
Seymour Geisser,William F. Eddy +1 more
TL;DR: In this article, a synthesis of Bayesian and sample-reuse approaches to the problem of high structure model selection geared to prediction is presented. But this approach is not suitable for high-dimensional models.
Book ChapterDOI
39 Dimensionality and sample size considerations in pattern recognition practice
Anil K. Jain,B. Chandrasekaran +1 more
TL;DR: It is shown that as the number of samples increases, not only does the designer have more confidence in the performance of the classifier, but also more measurements can be incorporated in the design of the classify without the fear of peaking in its performance.
Journal ArticleDOI
Information-theoretic asymptotics of Bayes methods
Bertrand Clarke,Andrew R. Barron +1 more
TL;DR: The authors examine the relative entropy distance D/sub n/ between the true density and the Bayesian density and show that the asymptotic distance is (d/2)(log n)+c, where d is the dimension of the parameter vector.
Journal ArticleDOI
Logistic-normal distributions:Some properties and uses
J. Atchison,S.M. Shen +1 more
TL;DR: In this article, the logistic transformation applied to a 2-dimensional normal distribution produces a distribution over the d-dimensional simplex which can sensibly be termed a logistic-norma l distribution.
Book ChapterDOI
Prediction and Entropy
TL;DR: The emergence of the magic number 2 in recent statistical literature is explained by adopting the predictive point of view of statistics with entropy as the basic criterion of the goodness of a fitted model.
References
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Journal ArticleDOI
Handbook of Mathematical Functions
Book
An Introduction to Multivariate Statistical Analysis
TL;DR: In this article, the distribution of the Mean Vector and the Covariance Matrix and the Generalized T2-Statistic is analyzed. But the distribution is not shown to be independent of sets of Variates.
Journal ArticleDOI
Introduction to Multivariate Statistical Analysis.
William G. Madow,T. W. Anderson +1 more
Book
BMD : biomedical computer programs
TL;DR: This book is very referred for you because it gives not only the experience but also lesson, it is about this book that will give wellness for all people from many societies.