Pitman closeness criterion
id:
pitman-closeness-criterion-324-10236644
title:
Pitman closeness criterion
text:
In statistical theory, the Pitman closeness criterion, named after E. J. G. Pitman, is a way of comparing two candidate estimators for the same parameter. Under this criterion, estimator A is preferred to estimator B if the probability that estimator A is closer to the true value than estimator B is greater than one half. Here the meaning of closer is determined by the absolute difference in the case of a scalar parameter, or by the Mahalanobis distance for a vector parameter.
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Pitman_closeness_criterion
date created:
date modified:
2024-04-18T00:07:08Z
main entity:
{"identifier":"Q7198995","url":"https://www.wikidata.org/entity/Q7198995"}
image:
fields total:
13
integrity:
13