Accession Number:

AD0785865

Title:

Estimation of an Integer-Valued Location Parameter.

Descriptive Note:

Technical rept.,

Corporate Author:

CASE WESTERN RESERVE UNIV CLEVELAND OHIO DEPT OF MATHEMATICS AND STATISTICS

Personal Author(s):

Report Date:

1974-06-15

Pagination or Media Count:

16.0

Abstract:

Let X1,X2,...,Xn be i.i.d Ni,1 random variables, and set d Xn, the nearest integer to the sample mean. Under the squared error loss it is shown that d is minimax and admissible in the class of integer-valued estimators. The problem of estimating in integer-valued location parameter is also considered. Under mild conditions, the maximum likelihood estimator is minimax and admissible with respect to zero-one loss.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE