Original title:
Scalar-Valued Score Functions and their use in Parametric Estimation
Authors:
Fabián, Zdeněk Document type: Research reports
Year:
2022
Language:
eng Series:
Technical Report, volume: V-1291 Abstract:
In the paper we describe and explain a new direction in probabilistic and statistical reasoning, the approach based on scalar-valued score functions of continuous random variables. We show basic properties of score functions of standard distributions, generalize the approach for parametric families and show how to use them for solutions of problems of parametric statistics.
Keywords:
core random variable; score correlation; score distance; score mean; score variance
Institution: Institute of Computer Science AS ČR
(web)
Document availability information: Fulltext is available on demand via the digital repository of the Academy of Sciences. Original record: https://hdl.handle.net/11104/0337861