File:Hodges estimator risk function.svg
Summary
Description |
English: Risk function for the Hodges’ estimator, under the quadratic loss function |
Date | (UTC) |
Source | Own work |
Author | // stpasha » |
Mathematica source code
f[n_, \[Theta]_] :=
1/(2 Sqrt[\[Pi]]) \[ExponentialE]^(-Sqrt[n] - n \[Theta]^2)
(\[ExponentialE]^(1/2 Sqrt[n] (-1 + n^(1/4) \[Theta])^2)
(Sqrt[2] (1 + \[ExponentialE]^(2 n^(3/4) \[Theta])) n^(1/4) +
2 \[ExponentialE]^(1/2 Sqrt[n] (1 + n^(1/4) \[Theta])^2) Sqrt[\[Pi]] -
Sqrt[2] (-1 + \[ExponentialE]^(2 n^(3/4) \[Theta])) Sqrt[n] \[Theta]) +
\[ExponentialE]^(Sqrt[n] + n \[Theta]^2) Sqrt[\[Pi]] (-1 + n \[Theta]^2)
(Erf[(n^(1/4) - Sqrt[n] \[Theta])/Sqrt[2]] + Erf[(n^(1/4) + Sqrt[n] \[Theta])/Sqrt[2]]));
Plot[{f[5, \[Theta]], f[50, \[Theta]], f[500, \[Theta]]}, {\[Theta], -2, 2},
PlotRange -> All, PlotStyle -> Thickness[0.005]]
Licensing
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This work has been released into the public domain by its author, Stpasha. This applies worldwide. In some countries this may not be legally possible; if so: |
Original upload log
Transferred from en.wikipedia to Commons using For the Common GoodCategory:Files uploaded with For the Common Good.
The original description page was here. All following user names refer to en.wikipedia.
Date/Time | Dimensions | User | Comment |
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01:05, 14 September 2010 | 512 × 512 (46,693 bytes) | w:en:Stpasha (talk | contribs) | ({{Information |Description = Risk function for the Hodges’ estimator, under the quadratic loss function |Source = I (~~~) created this work entirely by myself. |Date = ~~~~~ |Author = ~~~ |other_versions = }}) |