5.4 Efron (1975) gives very general definitions of curvature, which generalize (10.1) and (10.2). For the s-dimensional
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5.4 Efron (1975) gives very general definitions of curvature, which generalize (10.1) and
(10.2). For the s-dimensional family (5.1) with covariance matrix θ , if θ is a scalar, define the statistical curvature to be γθ =
|Mθ |/m3 111/2 where Mθ =
m11 m12 m21 m22
=
η˙
θ˙ θηθ η˙
θθη¨θ
η¨
θθη˙θ η¨
θθη¨θ
, with η(θ) = {ηi(θ)}, η˙(θ) = {η
i(θ)} and η¨(θ) = {η
i (θ)}. Calculate the curvature of the family (see Example 6.19) C exp
−n i=1(xi − θ)
m!
for m =2, 3, 4. Are the values of
γθ ordered in the way you expected them to be?
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Related Book For
Theory Of Point Estimation
ISBN: 9780387985022
2nd Edition
Authors: Erich L. Lehmann, George Casella
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