File:Hodges estimator risk function.svg

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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

Public domain 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:
Stpasha grants anyone the right to use this work for any purpose, without any conditions, unless such conditions are required by law.

Original upload log

Transferred from en.wikipedia to Commons using For the Common Good.

The original description page was here. All following user names refer to en.wikipedia.
Date/Time Dimensions User Comment
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 = }})

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current12:53, 15 September 2012Thumbnail for version as of 12:53, 15 September 2012512 × 512 (46 KB)BulwersatorTransferred from en.wikipedia: see original upload log above
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