Variance of ANOVA-based Var-of-CE estimator with varied n_k

Version 1.2 (2,16 KB) von Shahid Abdulla
Based on Derivation in Abdulla and Ramprasath, "Deriving variance of ANOVA-based estimator ...", IIMK Working Paper Series, 31 Mar 2019
0.0
(0)
25 Downloads
Aktualisiert 22 Apr 2019

Lizenz anzeigen

The variance of Var-of-CE estimator given in (Sun, Apley, and Staum, OR, 59(4), 2011) assumes that number of samples in each subpopulation $k$ is such that $n_k=n$, for all $k$. The formula there requires substantial modification if $n_k$ for each $k$ is varied, sometimes due to constraints in the experiment - at other times due to structures like actor-critic algorithms. The derivation of such a formula is in the above publication, the MATLAB implementation of the corresponding formula for (T. Goda, "Computing the Variance of a Conditional Expectation...", OR Letters, 2017, Experiment No. 1) is in the uploaded file and may be modified for other cases.

Zitieren als

Shahid Abdulla (2024). Variance of ANOVA-based Var-of-CE estimator with varied n_k (https://www.mathworks.com/matlabcentral/fileexchange/71082-variance-of-anova-based-var-of-ce-estimator-with-varied-n_k), MATLAB Central File Exchange. Abgerufen .

Kompatibilität der MATLAB-Version
Erstellt mit R2019a
Kompatibel mit allen Versionen
Plattform-Kompatibilität
Windows macOS Linux
Kategorien
Mehr zu Beamforming and Direction of Arrival Estimation finden Sie in Help Center und MATLAB Answers
Tags Tags hinzufügen

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Version Veröffentlicht Versionshinweise
1.2

Script Coefficients_In_Var_Of_VarOfCE_Estimator.m now calculates from command-line the closed-form Variance of n*-based and n_k-based Var-of-CE estimator, for all 3 experiments of T. Goda, OR Letters, 2017. Comparison graphs open automatically.
1.1

Bug correction. Currently, veracity of code is for case n_k = n, verified for T. Goda reference's Experiment No. 1
1.0.0