About: Proof of Stein's example

An Entity of Type: WikicatMathematicalExamples, from Named Graph: http://dbpedia.org, within Data Space: dbpedia.org

Stein's example is an important result in decision theory which can be stated as The ordinary decision rule for estimating the mean of a multivariate Gaussian distribution is inadmissible under mean squared error risk in dimension at least 3. The following is an outline of its proof. The reader is referred to the main article for more information.

Property	Value
dbo:abstract	Stein's example is an important result in decision theory which can be stated as The ordinary decision rule for estimating the mean of a multivariate Gaussian distribution is inadmissible under mean squared error risk in dimension at least 3. The following is an outline of its proof. The reader is referred to the main article for more information. (en)
dbo:wikiPageID	8214401 (xsd:integer)
dbo:wikiPageLength	5105 (xsd:nonNegativeInteger)
dbo:wikiPageRevisionID	1096740970 (xsd:integer)
dbo:wikiPageWikiLink	dbr:Decision_theory dbc:Article_proofs dbc:Estimation_theory dbr:Stein's_example dbr:Mathematical_proof dbc:Mathematical_examples dbr:Risk_function dbc:Statistical_paradoxes dbr:Integration_by_parts dbr:Stein's_lemma
dbp:wikiPageUsesTemplate	dbt:More_references dbt:Quote dbt:Short_description
dct:subject	dbc:Article_proofs dbc:Estimation_theory dbc:Mathematical_examples dbc:Statistical_paradoxes
gold:hypernym	dbr:Result
rdf:type	yago:WikicatArticleProofs yago:WikicatMathematicalExamples yago:WikicatStatisticalParadoxes yago:Abstraction100002137 yago:Cognition100023271 yago:Communication100033020 yago:Contradiction107206887 yago:Evidence105823932 yago:Example105820620 yago:Falsehood106756407 yago:Information105816287 yago:Message106598915 yago:Paradox106724559 yago:Proof105824739 yago:PsychologicalFeature100023100 yago:Statement106722453
rdfs:comment	Stein's example is an important result in decision theory which can be stated as The ordinary decision rule for estimating the mean of a multivariate Gaussian distribution is inadmissible under mean squared error risk in dimension at least 3. The following is an outline of its proof. The reader is referred to the main article for more information. (en)
rdfs:label	Proof of Stein's example (en)
owl:sameAs	freebase:Proof of Stein's example yago-res:Proof of Stein's example wikidata:Proof of Stein's example https://global.dbpedia.org/id/4tsuy
prov:wasDerivedFrom	wikipedia-en:Proof_of_Stein's_example?oldid=1096740970&ns=0
foaf:isPrimaryTopicOf	wikipedia-en:Proof_of_Stein's_example
is dbo:wikiPageRedirects of	dbr:Stein's_example/Proof_sketch
is dbo:wikiPageWikiLink of	dbr:Stein's_example dbr:List_of_statistics_articles dbr:Stein's_example/Proof_sketch
is foaf:primaryTopic of	wikipedia-en:Proof_of_Stein's_example

This content was extracted from Wikipedia and is licensed under the Creative Commons Attribution-ShareAlike 3.0 Unported License