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Optimal Estimation of Parameters, PDF eBook

Optimal Estimation of Parameters PDF

PDF

Please note: eBooks can only be purchased with a UK issued credit card and all our eBooks (ePub and PDF) are DRM protected.

Description

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 explaining the power of these estimators.

Beginning with a review of coding and the key properties of information, the author goes on to discuss the techniques of estimation and develops the generalized maximum capacity estimator, based on a new form of Shannon's mutual information and channel capacity.

Applications of this powerful technique in hypothesis testing and denoising are described in detail.

Offering an original and thought-provoking perspective on estimation theory, Jorma Rissanen's book is of interest to graduate students and researchers in the fields of information theory, probability and statistics, econometrics and finance.

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