Estymacja średniej w schematach rotacyjnych

Jan Kowalski

Abstract

The framework of this paper is optimal mean estimation in repeated surveys, with predesigned scheme for rotation of elements in the sample. Our main objective is to find linear representation of the BLUE with respect to optimal estimators obtained on previous occasions. One advantage of such recursive form is considerably reduced cost of computing the BLUE. The most important result (obtained after imposing some restrictions on correlation structure and the rotation scheme) is a sufficient condition for existence of solution to the recurrence problem. Its verification involves analysis of roots of a certain polynomial with real coefficients. We provide also an effective algorithm for computing the desired recursive form of the BLUE and give examples of applications.
Diploma typeDoctor of Philosophy
Author Jan Kowalski (FMIS)
Jan Kowalski,,
- Faculty of Mathematics and Information Science
Title in PolishEstymacja średniej w schematach rotacyjnych
Languagepl polski
Certifying UnitFaculty of Mathematics and Information Science (FMIS)
Disciplinemathematics / (mathematics domain) / (physical sciences)
Defense Date26-04-2010
End date20-05-2010
Supervisor Jacek Wesołowski (FMIS / DPMS)
Jacek Wesołowski,,
- Department of Probability and Mathematical Statistics

Internal reviewers Paweł Szabłowski (FMIS / DAST)
Paweł Szabłowski,,
- Department of Analysis and Sigularity Theory
External reviewers Wojciech Niemiro
Wojciech Niemiro,,
-
Pages120
Keywords in Englishxxx
Abstract in EnglishThe framework of this paper is optimal mean estimation in repeated surveys, with predesigned scheme for rotation of elements in the sample. Our main objective is to find linear representation of the BLUE with respect to optimal estimators obtained on previous occasions. One advantage of such recursive form is considerably reduced cost of computing the BLUE. The most important result (obtained after imposing some restrictions on correlation structure and the rotation scheme) is a sufficient condition for existence of solution to the recurrence problem. Its verification involves analysis of roots of a certain polynomial with real coefficients. We provide also an effective algorithm for computing the desired recursive form of the BLUE and give examples of applications.
Thesis file
Kowalski.pdf 958.04 KB
Citation count*5 (2020-10-22)

Get link to the record

Back
Confirmation
Are you sure?