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An Approach to Deriving Maximal Invariant Statistics
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| Mehdi Shams |
| University of Kashan , mehdi_shams1357@yahoo.com |
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Abstract: (147 Views) |
| Invariance principles is one of the ways to summarize sample information and by these principles invariance or equivariance decision rules are used. In this paper, first, the methods for finding the maximal invariant function are introduced. As a new method, maximal invariant statistics are constructed using equivariant functions. Then, using several equivariant functions, the maximal invariant statistic is obtained. If the group acts uniquely transitively, the equivariant functions will be converted into estimators that can be used in statistical branches. Finally, it is shown that in the case that the group action is not uniquely transitive but a normal subgroup has this property, the maximal invariant statistic can also be calculated. |
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| Keywords: maximal invariant statistic, equivariant estimator, stability subgroup, normal subgroup. |
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Full-Text [PDF 16284 kb]
(27 Downloads)
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Type of Study: Original Manuscript |
Subject:
stat
Received: 2020/08/4 | Revised: 2023/01/28 | Accepted: 2021/01/31 | Published: 2022/12/31 | ePublished: 2022/12/31
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