New estimators of discriminant coefficients as the gradient of log-odds |
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Authors: | Email author" target="_blank">Yo?SheenaEmail author Arjun?K?Gupta |
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Institution: | (1) Department of Mathematics and Statistics, Bowling Green State University, 43403 Bowling Green, OH, USA;(2) Present address: Department of Economics, Shinshu University, 3-1-1 Asahi, Matsumoto, 390-8621 Nagano, Japan |
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Abstract: | We consider the problem of estimating the discriminant coefficients, η=∑1-(θ(1)-θ(2)) based on two independent normal samples fromN
p
(θ(1),∑) andN
p
(θ(2),∑). We are concerned with the estimation of η as the gradient of log-odds between two extreme situations. A decision theoretic
approach is taken with the quadratic loss function. We derive the unbiased estimator of the essential part of the risk which
is applicable for general estimators. We propose two types of new estimators and prove their dominance over the traditional
estimator using this unbiased estimator. |
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Keywords: | Unbiased estimator of risk linear discriminant function posterior log-odds |
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