Mentor
Dr. Marianna Pensky
Abstract
One can apply transformations of random variables to conduct inference for multiple distributions in a few simple steps. These methods are used routinely in maximum likelihood estimation but are rarely applied in other statistical procedures. In this project, transformations of variables were explored and applied to derivations of the best unbiased estimators, Bayesian estimators, construction of various kinds of priors, estimation and inference in the stress-strength problem. First, general results were obtained on the application of transformations of random variables to the derivation of numerous statistical procedures. Second, common distributions and the relationships between them were listed in a table. Third, examples of applications of our theory were provided; i.e., papers published in various statistical journals were examined and the same results were obtained in just a few lines with almost no effort. The value of this project lies in the fact that undergraduate level statistics can yield such powerful results.
Recommended Citation
Brownstein, Naomi
(2017)
"Application of Transformations in Parametric Inference,"
The Pegasus Review: UCF Undergraduate Research Journal: Vol. 2:
Iss.
1, Article 6.
Available at:
https://stars.library.ucf.edu/urj/vol2/iss1/6
Included in
Accessibility Statement
This item was created or digitized prior to April 24, 2027, or is a reproduction of legacy media created before that date. It is preserved in its original, unmodified state specifically for research, reference, or historical recordkeeping. In accordance with the ADA Title II Final Rule, the University Libraries provides accessible versions of archival materials upon request. To request an accommodation for this item, please submit an accessibility request form.
