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Optimal estimation of parameters /
"This book presents a comprehensive and consistent theory of estimation. The framework described leads naturally to a generalized maximum capacity estimator. This approach allows the optimal estimation of real-valued parameters, their number and intervals, as well as providing common ground for...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge :
Cambridge University Press,
2012.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Cover; OPTIMAL ESTIMATION OF PARAMETERS; Title; Copyright; Contents; Preface; 1: Introduction; Part I: Coding and information; 2: Basics of coding; 2.1 Coding and probability; 2.2 Coding and entropy; 2.3 Huffman's code; 2.4 Codes as number representations; 2.4.1 Arithmetic codes; 3: Basics of information; 3.1 Main definitions; 3.2 Mutual information; 3.2.1 Expected mutual information; 3.2.2 Maximum estimation information; Part II: Estimation; 4: Modeling problems; 4.1 Models; 4.2 General comments on estimation; 4.3 Maximum capacity; 4.4 Necessary conditions for optimality.