Minimax mutual prediction of multinomial random variables
Volume 30 / 2003
Applicationes Mathematicae 30 (2003), 371-377
MSC: Primary 62F15.
DOI: 10.4064/am30-4-1
Abstract
The problem of minimax mutual prediction is considered for multinomial random variables with the loss function being a linear combination of quadratic losses connected with prediction of particular variables. The basic parameter of the minimax mutual predictor is determined by numerical solution of some equation.
