Inadmissibility and Transience

We discuss the relation between the statistical question of inadmissibility and the probabilistic question of transience. Brown (1971) proved the mathematical link between the admissibility of the mean of a Gaussian distribution and the recurrence of a Brownian motion, which holds for \(\mathbb{R}^{...

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Veröffentlicht in:	arXiv.org 2023-10
Hauptverfasser:	Takanashi, Kosaku, McAlinn, Kenichiro
Format:	Artikel
Sprache:	eng
Schlagworte:	Euclidean geometry Normal distribution Questions Statistical analysis
Online-Zugang:	Volltext
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