When is the mean self-consistent?

Ori Davidov

doi:10.1016/j.jmva.2004.10.004

When is the mean self-consistent?

Ori Davidov

Department of Statistics

Research output: Contribution to journal › Article › peer-review

Abstract

We study the conditions under which the sample mean is self-consistent, and therefore an optimal predictor, for an arbitrary observation in the sample.

Original language	English
Pages (from-to)	295-310
Number of pages	16
Journal	Journal of Multivariate Analysis
Volume	96
Issue number	2
DOIs	https://doi.org/10.1016/j.jmva.2004.10.004
State	Published - Oct 2005

Keywords

Conditional expectation
Exchangeability
Self-consistency
Symmetry

ASJC Scopus subject areas

Statistics and Probability
Numerical Analysis
Statistics, Probability and Uncertainty

Access to Document

10.1016/j.jmva.2004.10.004

Cite this

@article{dae40ffc2a7648e8905b89614291d2c4,

title = "When is the mean self-consistent?",

abstract = "We study the conditions under which the sample mean is self-consistent, and therefore an optimal predictor, for an arbitrary observation in the sample.",

keywords = "Conditional expectation, Exchangeability, Self-consistency, Symmetry",

author = "Ori Davidov",

year = "2005",

month = oct,

doi = "10.1016/j.jmva.2004.10.004",

language = "English",

volume = "96",

pages = "295--310",

journal = "Journal of Multivariate Analysis",

issn = "0047-259X",