Xi'an's Og

In today’s classics seminar, my student Bassoum Abou presented the 1981 paper written by Charles Stein for the Annals of Statistics, Estimating the mean of a normal distribution, recapitulating the advances he made on Stein estimators, minimaxity and his unbiased estimator of risk. Unfortunately; this student missed a lot about paper and did not introduce the necessary background…So I am unsure at how much the class got from this great paper… Here are his slides (watch out for typos!)

 Historically, this paper is important as this is one of the very few papers published by Charles Stein in a major statistics journal, the other publications being made in conference proceedings. It contains the derivation of the unbiased estimator of the loss, along with comparisons with posterior expected loss.

This entry was posted on February 24, 2013 at 12:13 am and is filed under Books, Statistics, University life with tags classics, Egon Pearson, Jerzy Neyman, Neyman-Pearson, Philosophical Transactions of the Royal Society, slides, students, UMP tests, Université Paris Dauphine. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.