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How To Own Your Next Decreasing Mean Residual Life (DMRL)

Then, the convergence of ℓ(x) to some c∈(0,+∞) is equivalent to ¯F being regularly varying at infinity with exponent −1−1c, in symbols ¯F∈RV(−1−1c), see Proposition 11(b) of Hall and Wellner (1981). In particular, we are interested in conditions that ensure existence and uniqueness of such fixed points. 3. Let X be a nonnegative, absolutely continuous, […]

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When Backfires: How To Rao-Blackwell Theorem

One iteration of the algorithm is sketched below, where $M$ is some constant such that $f(x) \leq Mg(x)$ for all x. \label{eq:weights} \end{equation}The inner sum marginalizes out $u_1, \dots, u_{i-1}, u_{i+1}, \dots, u_{n-1}$, and the outer integral evaluates the CDF of $u_i$ at $w_i$. ) A simple estimator takes advantage of the fact that our […]

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